-62.0%
ALNY vs GIS
-17.8%
-44.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.4% | +0.2% |
| 7D | -30.7% | +8.5% | -39.2% | -31.4% |
| 30D | -26.7% | +15.3% | -42.1% | -28.2% |
| 3M | -26.4% | +0.9% | -27.4% | -26.4% |
| 6M | -45.9% | +7.9% | -53.9% | -44.9% |
| YTD | -59.5% | -17.6% | -41.9% | -60.7% |
| 1Y | -62.0% | -17.4% | -44.6% | -63.1% |
| All | -62.0% | -17.8% | -44.2% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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