+384.5%
ALAB vs GIS
-43.5%
+428.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +2.5% |
| 7D | +9.6% | -8.6% | +18.2% | +0.6% |
| 30D | -5.3% | -0.5% | -4.8% | -5.0% |
| 3M | -12.0% | +11.9% | -23.9% | +2.0% |
| 6M | +145.7% | -11.6% | +157.3% | +140.0% |
| YTD | +80.7% | -16.3% | +97.0% | +70.2% |
| 1Y | +40.1% | -21.8% | +61.9% | +25.6% |
| All | +384.5% | -43.5% | +428.0% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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