+400.4%
ALAB vs GPC
-3.7%
+404.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.1% | +8.6% | +9.7% |
| 7D | +7.2% | +1.2% | +6.0% | +7.2% |
| 30D | -2.5% | +6.0% | -8.5% | -2.7% |
| 3M | -13.3% | +42.6% | -55.9% | -16.3% |
| 6M | +172.8% | +22.8% | +150.1% | +165.8% |
| YTD | +86.6% | +15.5% | +71.1% | +82.4% |
| 1Y | +65.2% | +2.0% | +63.1% | +63.1% |
| All | +400.4% | -3.7% | +404.1% | +351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling