+10.2%
GEV vs ALNY
-24.0%
+34.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -3.3% |
| 7D | -1.9% | -6.4% | +4.5% | -2.6% |
| 30D | -8.7% | +11.9% | -20.6% | -7.3% |
| 3M | +6.6% | -15.0% | +21.6% | +4.8% |
| 6M | +10.2% | -23.2% | +33.4% | +11.5% |
| All | +10.2% | -24.0% | +34.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 6mo: compounded portfolio wealth divided by compounded ALNY 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…
6mo analysis · Full analysis span regression · 6 months rolling