+170.1%
ALNY vs GLDM
+248.1%
-78.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +12.2% | -0.5% | +12.8% | +12.3% |
| 30D | +16.3% | +4.4% | +11.9% | +15.6% |
| 3M | -12.4% | -1.1% | -11.3% | -12.2% |
| 6M | -18.7% | -13.7% | -5.0% | -17.0% |
| YTD | -33.1% | +2.8% | -35.8% | -33.4% |
| 1Y | -41.3% | +24.8% | -66.2% | -43.3% |
| 3Y | +32.3% | +127.8% | -95.5% | +17.7% |
| 5Y | +34.8% | +141.1% | -106.4% | +18.2% |
| All | +170.1% | +248.1% | -78.0% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling