+65.2%
ALAB vs GAP
+1.5%
+63.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.3% | +9.7% |
| 7D | +7.2% | -4.5% | +11.7% | +7.5% |
| 30D | -2.5% | +9.0% | -11.6% | -3.3% |
| 3M | -13.3% | +5.0% | -18.3% | -13.2% |
| 6M | +172.8% | -17.8% | +190.6% | +177.2% |
| YTD | +86.6% | -10.4% | +97.0% | +86.2% |
| 1Y | +65.2% | -3.4% | +68.5% | +64.4% |
| All | +65.2% | +1.5% | +63.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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