+248.5%
ALAB vs GIS
-46.3%
+294.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -1.2% |
| 7D | -7.5% | +1.5% | -9.0% | -5.2% |
| 30D | -36.8% | +9.2% | -46.0% | -29.1% |
| 3M | -31.9% | -5.4% | -26.5% | -32.7% |
| 6M | +8.2% | +3.4% | +4.8% | +21.8% |
| YTD | +29.9% | -20.5% | +50.4% | +20.6% |
| 1Y | +24.4% | -20.0% | +44.4% | +16.3% |
| All | +248.5% | -46.3% | +294.8% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling