+29.1%
ALNY vs GGLL
+247.9%
-218.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +5.7% | +1.9% | +3.8% | +5.4% |
| 30D | +18.7% | -9.7% | +28.4% | +20.1% |
| 3M | -11.0% | -18.0% | +7.0% | -9.5% |
| 6M | -18.9% | +15.3% | -34.1% | -21.5% |
| YTD | -34.6% | +2.2% | -36.8% | -35.9% |
| 1Y | -42.8% | +73.1% | -115.9% | -48.2% |
| 3Y | +29.1% | +242.7% | -213.6% | +0.7% |
| All | +29.1% | +247.9% | -218.8% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling