-63.9%
ALNY vs GWRE
-24.6%
-39.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | -10.0% | +4.5% | -14.5% | -10.5% |
| 30D | -30.0% | +1.7% | -31.8% | -30.2% |
| 3M | -31.5% | +4.4% | -35.9% | -32.8% |
| 6M | -48.0% | +19.5% | -67.5% | -49.0% |
| YTD | -60.6% | -16.7% | -43.9% | -56.8% |
| 1Y | -63.9% | -24.0% | -39.9% | -59.5% |
| All | -63.9% | -24.6% | -39.4% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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