+22.1%
ALNY vs GME
+18.5%
+3.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.3% | +0.4% |
| 7D | -6.5% | +10.4% | -16.9% | -6.7% |
| 30D | +11.0% | +14.1% | -3.0% | +10.9% |
| 3M | -14.1% | -4.6% | -9.4% | -14.0% |
| 6M | -22.4% | -13.5% | -8.9% | -22.3% |
| YTD | -37.5% | +5.3% | -42.8% | -37.6% |
| 1Y | -46.9% | -14.9% | -32.0% | -46.9% |
| 3Y | +22.1% | +24.3% | -2.2% | +9.1% |
| All | +22.1% | +18.5% | +3.6% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling