+33.9%
ALNY vs GIS
-25.1%
+58.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -6.5% | -6.4% | -0.2% | -5.9% |
| 30D | +11.0% | -6.1% | +17.1% | +11.8% |
| 3M | -14.1% | +7.8% | -21.9% | -14.0% |
| 6M | -22.4% | -8.8% | -13.6% | -21.7% |
| YTD | -37.5% | -19.1% | -18.3% | -36.6% |
| 1Y | -46.9% | -24.8% | -22.2% | -45.9% |
| 3Y | +22.1% | -37.6% | +59.6% | +25.7% |
| All | +33.9% | -25.1% | +58.9% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling