+33.7%
ALAB vs GAP
-3.2%
+36.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.9% |
| 7D | +3.2% | +1.7% | +1.5% | +3.1% |
| 30D | -13.6% | +9.3% | -22.9% | -14.2% |
| 3M | -16.6% | +6.1% | -22.7% | -16.6% |
| 6M | +142.3% | -2.3% | +144.6% | +142.1% |
| YTD | +73.6% | -10.6% | +84.2% | +73.2% |
| 1Y | +33.7% | -4.4% | +38.1% | +31.4% |
| All | +33.7% | -3.2% | +36.9% | +31.4% |
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