+207.4%
ALAB vs GD
+33.3%
+174.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.4% |
| 7D | -26.3% | -5.0% | -21.3% | -25.4% |
| 30D | -50.1% | +8.9% | -59.0% | -51.0% |
| 3M | -42.5% | -8.0% | -34.4% | -41.1% |
| 6M | -10.8% | +2.9% | -13.7% | -12.1% |
| YTD | +14.6% | +7.1% | +7.6% | +12.1% |
| 1Y | +17.1% | +5.9% | +11.2% | +15.0% |
| All | +207.4% | +33.3% | +174.1% | +216.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling