+272.3%
ALAB vs GPC
-13.7%
+285.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +6.8% |
| 7D | +3.4% | -2.1% | +5.5% | +3.5% |
| 30D | -28.8% | -4.5% | -24.2% | -28.6% |
| 3M | -26.0% | -7.7% | -18.3% | -25.7% |
| 6M | +11.4% | +24.3% | -12.9% | +8.2% |
| YTD | +38.8% | +3.5% | +35.3% | +36.3% |
| 1Y | +37.8% | +0.7% | +37.1% | +35.8% |
| All | +272.3% | -13.7% | +285.9% | +237.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling