+816.6%
GLD vs ALNY
+3,932.0%
-3,115.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.5% | +12.2% | -12.8% | -0.6% |
| 30D | +4.4% | +16.3% | -12.0% | +4.3% |
| 3M | -1.1% | -12.4% | +11.3% | -1.1% |
| 6M | -13.8% | -18.7% | +4.9% | -13.7% |
| YTD | +2.6% | -33.1% | +35.7% | +2.8% |
| 1Y | +24.5% | -41.3% | +65.8% | +24.7% |
| 3Y | +125.8% | +32.3% | +93.6% | +125.5% |
| 5Y | +137.8% | +34.8% | +103.0% | +137.4% |
| 10Y | +221.4% | +284.7% | -63.3% | +220.7% |
| All | +816.6% | +3,932.0% | -3,115.4% | +783.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling