+400.4%
ALAB vs GIS
-41.7%
+442.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.5% | +12.2% | +7.3% |
| 7D | +7.2% | -7.8% | +15.1% | -0.8% |
| 30D | -2.5% | +6.6% | -9.1% | +4.7% |
| 3M | -13.3% | +21.0% | -34.3% | +8.4% |
| 6M | +172.8% | -9.1% | +181.9% | +174.4% |
| YTD | +86.6% | -13.6% | +100.2% | +81.6% |
| 1Y | +65.2% | -18.0% | +83.2% | +55.0% |
| All | +400.4% | -41.7% | +442.1% | +296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling