+365.7%
ALAB vs GH
+787.4%
-421.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.7% | -6.9% |
| 7D | +3.2% | -2.1% | +5.3% | +3.5% |
| 30D | -13.6% | -4.5% | -9.1% | -13.0% |
| 3M | -16.6% | +28.9% | -45.5% | -19.7% |
| 6M | +142.3% | +76.5% | +65.8% | +124.3% |
| YTD | +73.6% | +57.6% | +16.0% | +62.5% |
| 1Y | +33.7% | +167.5% | -133.9% | +18.8% |
| All | +365.7% | +787.4% | -421.8% | +328.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling