+400.4%
ALAB vs GAP
-4.7%
+405.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.3% | +9.6% |
| 7D | +7.2% | -4.5% | +11.7% | +8.7% |
| 30D | -2.5% | +9.0% | -11.6% | -6.1% |
| 3M | -13.3% | +5.0% | -18.3% | -15.9% |
| 6M | +172.8% | -17.8% | +190.6% | +185.1% |
| YTD | +86.6% | -10.4% | +97.0% | +86.6% |
| 1Y | +65.2% | -3.4% | +68.5% | +58.9% |
| All | +400.4% | -4.7% | +405.1% | +356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling