+384.5%
ALAB vs GH
+797.4%
-412.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.9% |
| 7D | +9.6% | -0.2% | +9.8% | +9.7% |
| 30D | -5.3% | -2.6% | -2.6% | -4.9% |
| 3M | -12.0% | +25.1% | -37.1% | -15.0% |
| 6M | +145.7% | +78.5% | +67.2% | +127.1% |
| YTD | +80.7% | +59.4% | +21.3% | +68.8% |
| 1Y | +40.1% | +173.9% | -133.7% | +24.1% |
| All | +384.5% | +797.4% | -412.8% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling