+400.4%
ALAB vs GM
+117.1%
+283.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +8.9% | +9.4% |
| 7D | +7.2% | +1.9% | +5.3% | +6.5% |
| 30D | -2.5% | -1.4% | -1.2% | -2.1% |
| 3M | -13.3% | +5.9% | -19.2% | -15.7% |
| 6M | +172.8% | +12.4% | +160.4% | +157.2% |
| YTD | +86.6% | +8.6% | +77.9% | +77.4% |
| 1Y | +65.2% | +52.6% | +12.5% | +33.2% |
| All | +400.4% | +117.1% | +283.3% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling