-47.3%
ALNY vs GGLL
+60.5%
-107.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.2% |
| 7D | -6.4% | -5.8% | -0.6% | -5.8% |
| 30D | +11.9% | -7.2% | +19.1% | +12.8% |
| 3M | -15.0% | -17.5% | +2.5% | -14.2% |
| 6M | -23.2% | +5.1% | -28.3% | -24.8% |
| YTD | -37.8% | -1.3% | -36.4% | -38.9% |
| 1Y | -47.3% | +60.2% | -107.5% | -49.0% |
| All | -47.3% | +60.5% | -107.7% | -49.0% |
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