-41.3%
ALNY vs GGLL
+80.0%
-121.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | +12.2% | -4.8% | +17.0% | +12.8% |
| 30D | +16.3% | -13.7% | +30.0% | +18.2% |
| 3M | -12.4% | -21.9% | +9.5% | -10.9% |
| 6M | -18.7% | +11.7% | -30.4% | -21.0% |
| YTD | -33.1% | +2.3% | -35.4% | -34.7% |
| 1Y | -41.3% | +76.2% | -117.5% | -46.1% |
| All | -41.3% | +80.0% | -121.3% | -46.1% |
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