+22.1%
ALNY vs GTLB
-10.9%
+33.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | -6.5% | -5.7% | -0.9% | -6.2% |
| 30D | +11.0% | +15.1% | -4.1% | +10.0% |
| 3M | -14.1% | +65.5% | -79.5% | -16.7% |
| 6M | -22.4% | +102.9% | -125.3% | -25.9% |
| YTD | -37.5% | +25.2% | -62.7% | -38.3% |
| 1Y | -46.9% | -5.5% | -41.4% | -46.6% |
| 3Y | +22.1% | -10.9% | +33.0% | +15.9% |
| All | +22.1% | -10.9% | +33.0% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling