+400.4%
ALAB vs GS
+183.1%
+217.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.7% | +9.7% |
| 7D | +7.2% | +0.9% | +6.3% | +6.3% |
| 30D | -2.5% | -1.6% | -0.9% | -1.2% |
| 3M | -13.3% | -4.5% | -8.8% | -8.7% |
| 6M | +172.8% | +20.9% | +152.0% | +124.7% |
| YTD | +86.6% | +19.9% | +66.7% | +54.8% |
| 1Y | +65.2% | +41.4% | +23.7% | +16.9% |
| All | +400.4% | +183.1% | +217.3% | +151.5% |
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 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