+46.3%
ALAB vs GIS
-21.8%
+68.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +5.5% |
| 7D | +3.4% | -4.6% | +8.0% | -1.1% |
| 30D | -28.8% | +6.6% | -35.4% | -21.6% |
| 3M | -26.0% | -8.1% | -17.9% | -29.3% |
| 6M | +11.4% | +4.9% | +6.4% | +26.5% |
| YTD | +38.8% | -21.4% | +60.2% | +40.7% |
| All | +46.3% | -21.8% | +68.2% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling