+87.7%
GLD vs ALAB
+312.6%
-224.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.7% | -11.8% | +1.5% |
| 7D | +4.9% | -5.6% | +10.5% | +5.0% |
| 30D | -1.3% | -36.6% | +35.3% | -0.2% |
| 3M | -4.8% | -35.1% | +30.3% | -3.8% |
| 6M | -12.5% | +8.5% | -21.1% | -12.9% |
| YTD | -4.2% | +30.4% | -34.6% | -5.6% |
| 1Y | +3.0% | +31.0% | -28.0% | +1.5% |
| All | +87.7% | +312.6% | -224.9% | +81.0% |
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