+59.0%
ALNY vs GLDM
+225.0%
-166.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +0.1% |
| 7D | -0.9% | +5.0% | -5.9% | -1.7% |
| 30D | -32.7% | -1.3% | -31.4% | -32.5% |
| 3M | -28.6% | -4.7% | -23.9% | -28.1% |
| 6M | -46.9% | -12.4% | -34.5% | -45.9% |
| YTD | -60.6% | -4.1% | -56.6% | -60.4% |
| 1Y | -64.6% | +3.3% | -68.0% | -64.9% |
| 3Y | -4.8% | +110.9% | -115.8% | -14.4% |
| 5Y | -14.8% | +124.8% | -139.6% | -24.4% |
| All | +59.0% | +225.0% | -166.1% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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