+249.6%
ALAB vs GD
+36.3%
+213.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.3% | +11.5% | +13.2% |
| 7D | -5.6% | -3.0% | -2.5% | -4.9% |
| 30D | -36.6% | +9.3% | -45.9% | -37.7% |
| 3M | -35.1% | -7.2% | -27.9% | -33.6% |
| 6M | +8.5% | +5.5% | +3.1% | +6.4% |
| YTD | +30.4% | +9.5% | +20.9% | +26.8% |
| 1Y | +31.0% | +6.4% | +24.6% | +28.7% |
| All | +249.6% | +36.3% | +213.3% | +258.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling