+75.8%
GLD vs ALAB
+322.1%
-246.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.2% |
| 7D | -4.6% | +16.3% | -20.9% | -5.0% |
| 30D | -5.5% | -26.1% | +20.7% | -4.8% |
| 3M | -10.9% | -31.3% | +20.4% | -10.2% |
| 6M | -17.4% | -1.0% | -16.4% | -17.7% |
| YTD | -10.3% | +33.3% | -43.7% | -11.6% |
| 1Y | -7.2% | +53.5% | -60.7% | -8.7% |
| All | +75.8% | +322.1% | -246.2% | +69.4% |
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