+188.4%
ALNY vs GH
+467.1%
-278.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -6.5% | -2.5% | -4.1% | -6.1% |
| 30D | +11.0% | -4.7% | +15.7% | +11.9% |
| 3M | -14.1% | +20.2% | -34.3% | -18.0% |
| 6M | -22.4% | +78.8% | -101.2% | -32.0% |
| YTD | -37.5% | +54.1% | -91.5% | -43.8% |
| 1Y | -46.9% | +177.1% | -224.0% | -58.3% |
| 3Y | +22.1% | +371.6% | -349.6% | -20.5% |
| 5Y | +31.2% | +21.9% | +9.3% | +5.7% |
| All | +188.4% | +467.1% | -278.7% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling