+67.5%
ALNY vs GLDM
+204.4%
-136.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.2% | +5.3% |
| 7D | +5.8% | -4.6% | +10.4% | +6.7% |
| 30D | -26.5% | -5.5% | -21.0% | -25.7% |
| 3M | -27.3% | -10.9% | -16.5% | -26.0% |
| 6M | -43.4% | -17.3% | -26.0% | -41.7% |
| YTD | -58.5% | -10.2% | -48.3% | -57.8% |
| 1Y | -63.6% | -6.9% | -56.7% | -63.3% |
| 3Y | 0.0% | +98.7% | -98.6% | -9.1% |
| 5Y | -3.4% | +106.7% | -110.2% | -13.2% |
| All | +67.5% | +204.4% | -136.8% | +52.9% |
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