-41.3%
ALNY vs GFS
+37.2%
-78.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.7% |
| 7D | +12.2% | +1.0% | +11.2% | +12.3% |
| 30D | +16.3% | -8.6% | +24.9% | +15.9% |
| 3M | -12.4% | -46.5% | +34.2% | -11.9% |
| 6M | -18.7% | -4.8% | -13.9% | -20.7% |
| YTD | -33.1% | +29.7% | -62.7% | -34.2% |
| 1Y | -41.3% | +35.8% | -77.2% | -41.5% |
| All | -41.3% | +37.2% | -78.5% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling