+75.5%
GLD vs ALAB
+333.4%
-257.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.8% |
| 7D | -5.5% | +26.9% | -32.4% | -6.2% |
| 30D | -7.0% | -30.0% | +23.0% | -6.2% |
| 3M | -12.4% | -28.5% | +16.2% | -11.7% |
| 6M | -18.0% | +11.4% | -29.5% | -18.5% |
| YTD | -10.5% | +36.9% | -47.4% | -11.8% |
| 1Y | -8.1% | +44.4% | -52.4% | -9.6% |
| All | +75.5% | +333.4% | -257.9% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling