+400.4%
ALAB vs GFS
-11.6%
+412.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.2% | +8.6% |
| 7D | +7.2% | +1.0% | +6.2% | +6.6% |
| 30D | -2.5% | -8.6% | +6.1% | +3.6% |
| 3M | -13.3% | -46.5% | +33.2% | +37.4% |
| 6M | +172.8% | -4.8% | +177.7% | +195.3% |
| YTD | +86.6% | +29.7% | +56.9% | +52.7% |
| 1Y | +65.2% | +35.8% | +29.3% | +28.9% |
| All | +400.4% | -11.6% | +412.0% | +378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling