+11.4%
ALAB vs GIS
+1.7%
+9.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -4.2% |
| 7D | +26.9% | -8.1% | +35.0% | +13.2% |
| 30D | -30.0% | +5.3% | -35.3% | -22.8% |
| 3M | -28.5% | -10.5% | -18.0% | -36.1% |
| 6M | +11.4% | +1.8% | +9.6% | +37.9% |
| All | +11.4% | +1.7% | +9.7% | +37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling