+33.9%
ALNY vs GME
-56.3%
+90.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.3% | +0.2% |
| 7D | -6.5% | +10.4% | -16.9% | -7.2% |
| 30D | +11.0% | +14.1% | -3.0% | +10.1% |
| 3M | -14.1% | -4.6% | -9.4% | -13.9% |
| 6M | -22.4% | -13.5% | -8.9% | -21.9% |
| YTD | -37.5% | +5.3% | -42.8% | -37.9% |
| 1Y | -46.9% | -14.9% | -32.0% | -46.6% |
| 3Y | +22.1% | +24.3% | -2.2% | +3.0% |
| All | +33.9% | -56.3% | +90.2% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling