+358.7%
ALAB vs GFI
+238.6%
+120.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.5% | -4.6% |
| 7D | +0.6% | -5.1% | +5.8% | +1.9% |
| 30D | -8.8% | +13.4% | -22.2% | -11.8% |
| 3M | -14.0% | +36.2% | -50.2% | -21.4% |
| 6M | +144.3% | -9.8% | +154.1% | +145.1% |
| YTD | +71.0% | +7.7% | +63.4% | +66.0% |
| 1Y | +23.5% | +27.2% | -3.7% | +16.4% |
| All | +358.7% | +238.6% | +120.1% | +282.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling