+376.1%
GLW vs ALNY
+30.0%
+346.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.9% |
| 7D | +11.7% | -6.4% | +18.1% | +12.2% |
| 30D | +2.7% | +11.9% | -9.2% | +1.8% |
| 3M | -2.8% | -15.0% | +12.2% | -2.5% |
| 6M | +20.2% | -23.2% | +43.4% | +21.7% |
| YTD | +87.3% | -37.8% | +125.0% | +93.6% |
| 1Y | +119.6% | -47.3% | +166.9% | +131.0% |
| 3Y | +453.7% | +22.9% | +430.8% | +423.5% |
| 5Y | +376.1% | +30.6% | +345.5% | +333.6% |
| All | +376.1% | +30.0% | +346.1% | +333.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling