+23.5%
ALAB vs GIS
-23.7%
+47.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -8.5% |
| 7D | +0.6% | -8.4% | +9.0% | -8.4% |
| 30D | -8.8% | -5.2% | -3.6% | -13.3% |
| 3M | -14.0% | +8.2% | -22.2% | -3.4% |
| 6M | +144.3% | -12.0% | +156.3% | +144.4% |
| YTD | +71.0% | -18.9% | +89.9% | +63.9% |
| 1Y | +23.5% | -23.6% | +47.1% | +11.5% |
| All | +23.5% | -23.7% | +47.2% | +11.5% |
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