+215.0%
GLD vs ALNY
+260.0%
-45.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -2.0% | -6.5% | +4.6% | -1.9% |
| 30D | -1.5% | +11.0% | -12.6% | -1.6% |
| 3M | +3.2% | -14.1% | +17.3% | +3.3% |
| 6M | -16.3% | -22.4% | +6.1% | -16.2% |
| YTD | +0.6% | -37.5% | +38.1% | +0.9% |
| 1Y | +19.1% | -46.9% | +66.1% | +19.6% |
| 3Y | +123.5% | +22.1% | +101.4% | +123.2% |
| 5Y | +138.5% | +31.2% | +107.3% | +138.3% |
| All | +215.0% | +260.0% | -45.0% | +218.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling