+37.8%
ALAB vs GS
+18.4%
+19.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +4.7% |
| 7D | +3.4% | -0.1% | +3.6% | +5.0% |
| 30D | -28.8% | +3.7% | -32.4% | -30.2% |
| 3M | -26.0% | -10.0% | -16.0% | -15.9% |
| 6M | +11.4% | -1.0% | +12.4% | +16.2% |
| YTD | +38.8% | +7.0% | +31.8% | +28.8% |
| 1Y | +37.8% | +16.6% | +21.2% | +21.6% |
| All | +37.8% | +18.4% | +19.5% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling