+207.4%
ALAB vs GS
+136.0%
+71.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.6% | +6.6% |
| 7D | -26.3% | -3.2% | -23.1% | -23.1% |
| 30D | -50.1% | -2.4% | -47.7% | -48.0% |
| 3M | -42.5% | -15.7% | -26.7% | -30.3% |
| 6M | -10.8% | -6.8% | -4.1% | -1.6% |
| YTD | +14.6% | -0.1% | +14.7% | +16.6% |
| 1Y | +17.1% | +12.1% | +5.0% | +6.7% |
| All | +207.4% | +136.0% | +71.5% | +89.5% |
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