-6.7%
ALNY vs GLXY
+12.0%
-18.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.6% |
| 7D | +12.2% | +13.4% | -1.2% | +12.6% |
| 30D | +16.3% | +38.1% | -21.8% | +17.3% |
| 3M | -12.4% | -7.3% | -5.0% | -10.4% |
| 6M | -18.7% | +8.2% | -26.9% | -17.9% |
| YTD | -33.1% | +17.8% | -50.8% | -33.4% |
| 1Y | -41.3% | +14.9% | -56.3% | -41.5% |
| All | -6.7% | +12.0% | -18.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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