+1,968.7%
GLW vs ALNY
+4,163.9%
-2,195.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.3% | +9.8% | +7.9% |
| 7D | +14.0% | +5.7% | +8.3% | +13.0% |
| 30D | +0.4% | +18.7% | -18.3% | -2.2% |
| 3M | -11.3% | -11.0% | -0.4% | -11.3% |
| 6M | +35.1% | -18.9% | +54.0% | +36.6% |
| YTD | +90.5% | -34.6% | +125.1% | +98.2% |
| 1Y | +132.0% | -42.8% | +174.9% | +145.6% |
| 3Y | +463.3% | +29.1% | +434.2% | +414.6% |
| 5Y | +382.5% | +39.6% | +342.9% | +319.3% |
| 10Y | +837.6% | +253.8% | +583.9% | +531.2% |
| All | +1,968.7% | +4,163.9% | -2,195.2% | +707.7% |
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