+384.5%
ALAB vs GM
+107.2%
+277.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +5.0% |
| 7D | +9.6% | -1.1% | +10.7% | +10.2% |
| 30D | -5.3% | -4.6% | -0.7% | -3.6% |
| 3M | -12.0% | +0.2% | -12.3% | -12.7% |
| 6M | +145.7% | +12.6% | +133.1% | +131.8% |
| YTD | +80.7% | +3.7% | +77.0% | +74.9% |
| 1Y | +40.1% | +45.6% | -5.5% | +15.1% |
| All | +384.5% | +107.2% | +277.3% | +200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling