+3,435.9%
ALNY vs GIS
+223.6%
+3,212.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.0% | -3.2% |
| 7D | -6.4% | -8.4% | +2.0% | -4.0% |
| 30D | +11.9% | -5.2% | +17.1% | +13.6% |
| 3M | -15.0% | +8.2% | -23.2% | -16.8% |
| 6M | -23.2% | -12.0% | -11.2% | -20.4% |
| YTD | -37.8% | -18.9% | -18.9% | -34.3% |
| 1Y | -47.3% | -23.6% | -23.6% | -43.4% |
| 3Y | +22.9% | -37.6% | +60.5% | +38.5% |
| 5Y | +30.6% | -25.2% | +55.8% | +34.5% |
| 10Y | +254.6% | -19.3% | +274.0% | +240.6% |
| All | +3,435.9% | +223.6% | +3,212.2% | +1,486.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling