+248.5%
ALAB vs GFS
-20.4%
+268.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -7.5% | -5.3% | -2.2% | -2.4% |
| 30D | -36.8% | -15.8% | -21.0% | -27.3% |
| 3M | -31.9% | -18.6% | -13.2% | -19.8% |
| 6M | +8.2% | -45.0% | +53.2% | +70.8% |
| YTD | +29.9% | +16.8% | +13.2% | +16.4% |
| 1Y | +24.4% | +17.8% | +6.6% | +11.2% |
| All | +248.5% | -20.4% | +268.9% | +265.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling