+0.3%
GLD vs ALAB
+25.4%
-25.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.7% | -11.8% | +1.1% |
| 7D | +4.9% | -5.6% | +10.5% | +5.1% |
| 30D | -1.3% | -36.6% | +35.3% | +0.9% |
| 3M | -4.8% | -35.1% | +30.3% | -2.9% |
| 6M | -12.5% | +8.5% | -21.1% | -14.0% |
| YTD | -4.2% | +30.4% | -34.6% | -8.8% |
| All | +0.3% | +25.4% | -25.1% | -4.5% |
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