+189.3%
ALAB vs GS
+136.8%
+52.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -6.4% | -13.3% | -12.8% |
| 7D | -38.2% | -6.3% | -31.9% | -33.0% |
| 30D | -54.0% | -3.1% | -50.8% | -51.6% |
| 3M | -43.6% | -17.7% | -26.0% | -30.2% |
| 6M | -16.8% | -4.6% | -12.2% | -10.3% |
| YTD | +7.9% | +0.3% | +7.6% | +9.4% |
| 1Y | -1.4% | +11.7% | -13.1% | -9.8% |
| All | +189.3% | +136.8% | +52.5% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling