-41.3%
ALNY vs GME
-15.8%
-25.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +12.2% | +7.2% | +5.0% | +12.0% |
| 30D | +16.3% | +0.8% | +15.6% | +16.3% |
| 3M | -12.4% | -14.0% | +1.6% | -11.9% |
| 6M | -18.7% | -19.7% | +1.0% | -18.2% |
| YTD | -33.1% | -4.6% | -28.5% | -35.3% |
| 1Y | -41.3% | -14.3% | -27.0% | -42.0% |
| All | -41.3% | -15.8% | -25.5% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling