+65.2%
ALAB vs GD
+13.1%
+52.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.8% | +11.5% | +10.2% |
| 7D | +7.2% | -5.3% | +12.5% | +8.8% |
| 30D | -2.5% | -6.4% | +3.9% | -0.8% |
| 3M | -13.3% | +5.7% | -19.0% | -16.2% |
| 6M | +172.8% | -0.9% | +173.8% | +178.8% |
| YTD | +86.6% | +8.2% | +78.4% | +81.0% |
| 1Y | +65.2% | +13.4% | +51.7% | +68.6% |
| All | +65.2% | +13.1% | +52.0% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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