+257.6%
ALAB vs GM
+112.7%
+144.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +16.3% | -0.2% | +16.5% | +16.6% |
| 30D | -26.1% | +3.6% | -29.7% | -27.3% |
| 3M | -31.3% | -0.2% | -31.0% | -31.6% |
| 6M | -1.0% | +13.9% | -14.9% | -7.0% |
| YTD | +33.3% | +6.5% | +26.9% | +27.1% |
| 1Y | +53.5% | +20.7% | +32.9% | +38.6% |
| All | +257.6% | +112.7% | +144.9% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling