-42.5%
ALB vs GAP
+9.4%
-51.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -4.4% | +1.7% | -6.1% | -4.9% |
| 30D | -1.2% | +9.3% | -10.5% | -3.9% |
| 3M | -13.3% | +6.1% | -19.4% | -15.1% |
| 6M | -19.8% | -2.3% | -17.5% | -20.7% |
| YTD | -7.9% | -10.6% | +2.7% | -7.5% |
| 1Y | +60.2% | -4.4% | +64.6% | +57.4% |
| 3Y | -26.4% | +118.3% | -144.7% | -47.5% |
| 5Y | -42.5% | +12.2% | -54.7% | -57.0% |
| All | -42.5% | +9.4% | -51.9% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling