+358.7%
ALAB vs GM
+113.0%
+245.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.8% | -8.1% | -6.4% |
| 7D | +0.6% | -1.1% | +1.7% | +1.0% |
| 30D | -8.8% | -3.4% | -5.4% | -7.6% |
| 3M | -14.0% | +8.7% | -22.7% | -17.4% |
| 6M | +144.3% | +15.4% | +128.9% | +128.0% |
| YTD | +71.0% | +6.6% | +64.4% | +63.7% |
| 1Y | +23.5% | +51.5% | -28.0% | -0.3% |
| All | +358.7% | +113.0% | +245.7% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling