+22.1%
ALNY vs GFS
-19.7%
+41.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | -6.5% | +3.8% | -10.4% | -6.7% |
| 30D | +11.0% | -11.7% | +22.8% | +11.5% |
| 3M | -14.1% | -41.8% | +27.7% | -11.2% |
| 6M | -22.4% | +6.6% | -29.0% | -24.6% |
| YTD | -37.5% | +34.6% | -72.1% | -40.9% |
| 1Y | -46.9% | +46.2% | -93.1% | -50.5% |
| 3Y | +22.1% | -20.3% | +42.4% | +16.5% |
| All | +22.1% | -19.7% | +41.8% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling