+122.2%
GLD vs ALNY
+22.8%
+99.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | -1.6% |
| 7D | -3.4% | -6.4% | +3.0% | -3.2% |
| 30D | -1.1% | +11.9% | -13.0% | -1.5% |
| 3M | +5.8% | -15.0% | +20.8% | +6.0% |
| 6M | -17.1% | -23.2% | +6.2% | -16.6% |
| YTD | 0.0% | -37.8% | +37.8% | +1.1% |
| 1Y | +18.2% | -47.3% | +65.5% | +20.0% |
| All | +122.2% | +22.8% | +99.4% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling