+53.5%
ALAB vs GD
+5.9%
+47.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +16.3% | +2.7% | +13.7% | +16.0% |
| 30D | -26.1% | +8.6% | -34.7% | -26.2% |
| 3M | -31.3% | -7.1% | -24.2% | -29.5% |
| 6M | -1.0% | +7.5% | -8.5% | -2.9% |
| YTD | +33.3% | +9.9% | +23.4% | +36.7% |
| 1Y | +53.5% | +7.6% | +46.0% | +55.8% |
| All | +53.5% | +5.9% | +47.7% | +55.8% |
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