+101.2%
GLD vs ALAB
+490.6%
-389.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.8% | -10.6% | -1.1% |
| 7D | -0.5% | +7.2% | -7.7% | -0.7% |
| 30D | +4.4% | -2.5% | +6.9% | +4.4% |
| 3M | -1.1% | -13.3% | +12.2% | -1.1% |
| 6M | -13.8% | +172.8% | -186.6% | -16.1% |
| YTD | +2.6% | +86.6% | -83.9% | +0.4% |
| 1Y | +24.5% | +65.2% | -40.6% | +21.7% |
| All | +101.2% | +490.6% | -389.4% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling