-62.0%
ALNY vs GGLL
-11.6%
-50.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | -0.9% |
| 7D | -30.7% | -23.1% | -7.6% | -25.5% |
| 30D | -26.7% | -32.9% | +6.1% | -19.9% |
| 3M | -26.4% | -44.9% | +18.4% | -17.9% |
| 6M | -45.9% | -49.5% | +3.6% | -39.8% |
| YTD | -59.5% | -28.9% | -30.6% | -57.2% |
| 1Y | -62.0% | -12.2% | -49.8% | -59.4% |
| All | -62.0% | -11.6% | -50.3% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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