+365.7%
ALAB vs GPC
-6.5%
+372.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.0% | -6.8% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | -13.6% | -0.4% | -13.2% | -13.5% |
| 3M | -16.6% | +39.2% | -55.8% | -19.4% |
| 6M | +142.3% | +18.2% | +124.1% | +136.5% |
| YTD | +73.6% | +12.1% | +61.5% | +70.0% |
| 1Y | +33.7% | -0.7% | +34.3% | +32.2% |
| All | +365.7% | -6.5% | +372.1% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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