+249.6%
ALAB vs GPC
-12.3%
+262.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.3% | +11.4% | +13.7% |
| 7D | -5.6% | +0.8% | -6.4% | -5.6% |
| 30D | -36.6% | -1.1% | -35.5% | -36.6% |
| 3M | -35.1% | -6.6% | -28.5% | -34.9% |
| 6M | +8.5% | +22.2% | -13.7% | +5.7% |
| YTD | +30.4% | +5.1% | +25.3% | +28.0% |
| 1Y | +31.0% | +2.8% | +28.2% | +29.0% |
| All | +249.6% | -12.3% | +262.0% | +216.9% |
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