+365.7%
ALAB vs GFS
-11.8%
+377.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.7% | -6.7% |
| 7D | +3.2% | +2.6% | +0.6% | +1.4% |
| 30D | -13.6% | -16.4% | +2.8% | -1.7% |
| 3M | -16.6% | -41.6% | +25.0% | +24.7% |
| 6M | +142.3% | -3.7% | +146.0% | +160.4% |
| YTD | +73.6% | +29.3% | +44.3% | +42.4% |
| 1Y | +33.7% | +37.1% | -3.5% | +3.6% |
| All | +365.7% | -11.8% | +377.5% | +346.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling