+58.3%
ALNY vs GLDM
+219.1%
-160.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -5.5% | +4.7% | -10.2% | -6.2% |
| 30D | -30.5% | -0.9% | -29.6% | -30.4% |
| 3M | -27.8% | -4.3% | -23.5% | -27.3% |
| 6M | -48.5% | -13.4% | -35.1% | -47.4% |
| YTD | -60.8% | -5.8% | -55.0% | -60.5% |
| 1Y | -64.6% | +2.1% | -66.7% | -64.8% |
| 3Y | -6.7% | +105.0% | -111.7% | -15.7% |
| 5Y | -16.7% | +122.5% | -139.2% | -25.9% |
| All | +58.3% | +219.1% | -160.8% | +43.3% |
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