+39.4%
GM vs ALNY
-62.5%
+101.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.6% |
| 7D | +12.1% | -30.7% | +42.8% | +14.1% |
| 30D | +15.2% | -26.7% | +42.0% | +16.5% |
| 3M | +4.9% | -26.4% | +31.3% | +5.8% |
| 6M | +22.6% | -45.9% | +68.6% | +27.2% |
| YTD | +14.4% | -59.5% | +73.9% | +17.7% |
| 1Y | +39.4% | -62.0% | +101.4% | +43.8% |
| All | +39.4% | -62.5% | +101.9% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling