+87.3%
ALB vs GAP
+28.3%
+59.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.7% | -1.6% |
| 7D | -8.6% | -3.2% | -5.4% | -7.8% |
| 30D | -4.0% | -0.7% | -3.3% | -4.2% |
| 3M | -17.4% | -0.5% | -16.9% | -17.7% |
| 6M | -25.4% | -5.0% | -20.4% | -25.6% |
| YTD | -10.5% | -14.7% | +4.1% | -8.8% |
| 1Y | +75.8% | -8.6% | +84.5% | +75.2% |
| 3Y | -28.5% | +108.4% | -136.9% | -48.1% |
| 5Y | -45.1% | +5.8% | -50.9% | -54.7% |
| 10Y | +87.3% | +29.6% | +57.7% | +23.0% |
| All | +87.3% | +28.3% | +59.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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