+249.6%
ALAB vs GH
+775.4%
-525.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.2% | +8.5% | +12.8% |
| 7D | -5.6% | -7.0% | +1.4% | -4.1% |
| 30D | -36.6% | -5.2% | -31.4% | -35.6% |
| 3M | -35.1% | -5.8% | -29.4% | -34.3% |
| 6M | +8.5% | +65.9% | -57.4% | +1.8% |
| YTD | +30.4% | +55.5% | -25.1% | +22.7% |
| 1Y | +31.0% | +64.2% | -33.1% | +22.7% |
| All | +249.6% | +775.4% | -525.7% | +223.9% |
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