+40.1%
ALAB vs GTLB
-3.3%
+43.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.3% |
| 7D | +9.6% | -6.6% | +16.2% | +10.6% |
| 30D | -5.3% | +13.7% | -19.0% | -6.6% |
| 3M | -12.0% | +52.9% | -64.9% | -16.5% |
| 6M | +145.7% | +88.5% | +57.2% | +118.9% |
| YTD | +80.7% | +23.4% | +57.2% | +81.6% |
| 1Y | +40.1% | -3.8% | +43.9% | +67.6% |
| All | +40.1% | -3.3% | +43.4% | +67.6% |
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