+65.2%
ALAB vs GTLB
+14.4%
+50.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.1% | +8.7% | +9.6% |
| 7D | +7.2% | +11.1% | -3.8% | +5.8% |
| 30D | -2.5% | +37.8% | -40.3% | -6.7% |
| 3M | -13.3% | +61.6% | -74.9% | -19.0% |
| 6M | +172.8% | +98.9% | +73.9% | +138.7% |
| YTD | +86.6% | +32.8% | +53.8% | +86.6% |
| 1Y | +65.2% | +14.7% | +50.5% | +69.9% |
| All | +65.2% | +14.4% | +50.7% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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