-51.8%
ALB vs FGI
-74.8%
+23.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -25.2% | +23.8% | -1.2% |
| 7D | -5.8% | -14.4% | +8.6% | -5.7% |
| 30D | -4.5% | -11.8% | +7.2% | -4.5% |
| 3M | -28.1% | -46.2% | +18.2% | -27.7% |
| 6M | -53.2% | +5.2% | -58.4% | -53.6% |
| YTD | -33.3% | +10.5% | -43.8% | -34.5% |
| 1Y | -17.4% | +25.5% | -42.9% | -19.2% |
| 3Y | -14.1% | -16.0% | +1.9% | -15.2% |
| All | -51.8% | -74.8% | +23.0% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling