-62.0%
ALNY vs GTLB
+6.1%
-68.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -30.7% | -9.7% | -21.0% | -30.2% |
| 30D | -26.7% | +1.7% | -28.4% | -26.6% |
| 3M | -26.4% | +43.6% | -70.0% | -26.8% |
| 6M | -45.9% | +113.0% | -158.9% | -45.6% |
| YTD | -59.5% | +39.5% | -99.0% | -59.5% |
| 1Y | -62.0% | +12.6% | -74.6% | -61.9% |
| All | -62.0% | +6.1% | -68.1% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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