+248.5%
ALAB vs GD
+38.4%
+210.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | -7.5% | -1.9% | -5.6% | -7.1% |
| 30D | -36.8% | +10.9% | -47.7% | -38.1% |
| 3M | -31.9% | -6.8% | -25.1% | -30.3% |
| 6M | +8.2% | +7.0% | +1.2% | +5.7% |
| YTD | +29.9% | +11.1% | +18.8% | +26.0% |
| 1Y | +24.4% | +7.0% | +17.4% | +22.1% |
| All | +248.5% | +38.4% | +210.1% | +255.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling