+23.5%
ALAB vs GFS
+42.7%
-19.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | +0.6% | +3.2% | -2.6% | -1.3% |
| 30D | -8.8% | -9.6% | +0.8% | -2.7% |
| 3M | -14.0% | -38.5% | +24.5% | +17.8% |
| 6M | +144.3% | -1.3% | +145.6% | +186.3% |
| YTD | +71.0% | +31.8% | +39.2% | +73.9% |
| 1Y | +23.5% | +44.6% | -21.0% | +24.0% |
| All | +23.5% | +42.7% | -19.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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