+365.7%
ALAB vs GTLB
-14.9%
+380.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.4% | -1.6% | -5.1% |
| 7D | +3.2% | +4.6% | -1.4% | +1.4% |
| 30D | -13.6% | +21.0% | -34.6% | -19.7% |
| 3M | -16.6% | +51.7% | -68.3% | -29.5% |
| 6M | +142.3% | +89.3% | +53.0% | +80.1% |
| YTD | +73.6% | +25.6% | +48.0% | +54.8% |
| 1Y | +33.7% | -1.5% | +35.2% | +33.0% |
| All | +365.7% | -14.9% | +380.6% | +409.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling