-17.0%
ALNY vs GLDM
+121.8%
-138.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -5.5% | +4.7% | -10.2% | -6.4% |
| 30D | -30.5% | -0.9% | -29.6% | -30.3% |
| 3M | -27.8% | -4.3% | -23.5% | -27.2% |
| 6M | -48.5% | -13.4% | -35.1% | -47.2% |
| YTD | -60.8% | -5.8% | -55.0% | -60.5% |
| 1Y | -64.6% | +2.1% | -66.7% | -64.9% |
| 3Y | -6.7% | +105.0% | -111.7% | -19.5% |
| All | -17.0% | +121.8% | -138.8% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling