+257.6%
ALAB vs GTLB
-13.9%
+271.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.0% |
| 7D | +16.3% | -0.7% | +17.1% | +16.5% |
| 30D | -26.1% | -10.2% | -15.9% | -22.7% |
| 3M | -31.3% | +10.1% | -41.4% | -33.8% |
| 6M | -1.0% | +116.5% | -117.5% | -29.0% |
| YTD | +33.3% | +27.2% | +6.2% | +18.4% |
| 1Y | +53.5% | +8.6% | +45.0% | +45.4% |
| All | +257.6% | -13.9% | +271.5% | +289.9% |
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 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