+248.5%
ALAB vs GS
+148.1%
+100.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.8% |
| 7D | -7.5% | +1.6% | -9.0% | -7.9% |
| 30D | -36.8% | +1.7% | -38.5% | -36.7% |
| 3M | -31.9% | -11.6% | -20.3% | -21.3% |
| 6M | +8.2% | -1.9% | +10.1% | +13.4% |
| YTD | +29.9% | +5.1% | +24.9% | +25.7% |
| 1Y | +24.4% | +16.4% | +8.0% | +9.1% |
| All | +248.5% | +148.1% | +100.5% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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