+236.1%
ALNY vs GPC
+86.4%
+149.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -6.5% | -3.2% | -3.4% | -5.7% |
| 30D | +11.0% | +0.5% | +10.5% | +11.0% |
| 3M | -14.1% | +31.7% | -45.8% | -19.9% |
| 6M | -22.4% | +24.7% | -47.1% | -26.7% |
| YTD | -37.5% | +11.8% | -49.2% | -39.9% |
| 1Y | -46.9% | -3.0% | -44.0% | -47.0% |
| 3Y | +22.1% | -1.1% | +23.2% | +17.7% |
| 5Y | +31.2% | +30.5% | +0.7% | +15.7% |
| All | +236.1% | +86.4% | +149.7% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling