-2.4%
GLD vs ALAB
+25.0%
-27.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +2.8% | -7.5% | +10.3% | +3.0% |
| 30D | -4.0% | -36.8% | +32.9% | -1.8% |
| 3M | -8.2% | -31.9% | +23.6% | -6.7% |
| 6M | -14.8% | +8.2% | -23.1% | -16.3% |
| YTD | -6.8% | +29.9% | -36.7% | -11.2% |
| 1Y | -2.4% | +24.4% | -26.8% | -7.0% |
| All | -2.4% | +25.0% | -27.3% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling