+164.0%
ALNY vs GLDM
+242.2%
-78.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.0% |
| 7D | +5.7% | +0.7% | +4.9% | +5.6% |
| 30D | +18.7% | +0.3% | +18.3% | +18.6% |
| 3M | -11.0% | +0.7% | -11.7% | -11.1% |
| 6M | -18.9% | -15.4% | -3.5% | -17.0% |
| YTD | -34.6% | +1.0% | -35.6% | -34.8% |
| 1Y | -42.8% | +19.7% | -62.6% | -44.4% |
| 3Y | +29.1% | +126.5% | -97.4% | +15.0% |
| 5Y | +39.6% | +142.5% | -102.9% | +22.6% |
| All | +164.0% | +242.2% | -78.1% | +136.5% |
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