+75.8%
ALB vs GAP
-8.8%
+84.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.7% | -1.9% |
| 7D | -8.6% | -3.2% | -5.4% | -8.0% |
| 30D | -4.0% | -0.7% | -3.3% | -4.1% |
| 3M | -17.4% | -0.5% | -16.9% | -17.5% |
| 6M | -25.4% | -5.0% | -20.4% | -26.3% |
| YTD | -10.5% | -14.7% | +4.1% | -11.1% |
| 1Y | +75.8% | -8.6% | +84.5% | +61.3% |
| All | +75.8% | -8.8% | +84.6% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling