+236.1%
ALNY vs GWRE
+131.0%
+105.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -6.5% | -13.2% | +6.7% | -2.7% |
| 30D | +11.0% | -18.6% | +29.6% | +16.1% |
| 3M | -14.1% | +18.9% | -33.0% | -19.6% |
| 6M | -22.4% | -11.0% | -11.4% | -22.5% |
| YTD | -37.5% | -29.9% | -7.6% | -32.9% |
| 1Y | -46.9% | -44.3% | -2.6% | -38.5% |
| 3Y | +22.1% | +51.7% | -29.6% | -8.7% |
| 5Y | +31.2% | +15.4% | +15.8% | +5.7% |
| All | +236.1% | +131.0% | +105.1% | +83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling