-41.3%
ALNY vs GTLB
+14.4%
-55.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.6% |
| 7D | +12.2% | +11.1% | +1.2% | +11.8% |
| 30D | +16.3% | +37.8% | -21.5% | +15.6% |
| 3M | -12.4% | +61.6% | -73.9% | -12.8% |
| 6M | -18.7% | +98.9% | -117.6% | -18.4% |
| YTD | -33.1% | +32.8% | -65.9% | -32.9% |
| 1Y | -41.3% | +14.7% | -56.0% | -41.1% |
| All | -41.3% | +14.4% | -55.8% | -41.1% |
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