+369.5%
ALAB vs GFI
+234.3%
+135.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.7% |
| 7D | -6.2% | -4.9% | -1.3% | -5.0% |
| 30D | -8.7% | +10.7% | -19.4% | -11.1% |
| 3M | -20.7% | +25.6% | -46.4% | -26.1% |
| 6M | +133.5% | -8.3% | +141.8% | +133.4% |
| YTD | +75.1% | +6.3% | +68.7% | +70.4% |
| 1Y | +25.0% | +22.1% | +3.0% | +18.7% |
| All | +369.5% | +234.3% | +135.1% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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