+2,152.2%
ALB vs GAP
+554.3%
+1,597.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.1% | -3.9% |
| 7D | +5.3% | -0.1% | +5.3% | +5.1% |
| 30D | -6.3% | -5.4% | -0.8% | -5.2% |
| 3M | -27.4% | +2.9% | -30.3% | -28.4% |
| 6M | -53.1% | -4.4% | -48.7% | -53.3% |
| YTD | -32.3% | -11.6% | -20.7% | -32.0% |
| 1Y | -7.3% | -6.0% | -1.3% | -8.4% |
| 3Y | -14.9% | +78.0% | -92.9% | -33.0% |
| 5Y | -62.0% | +8.5% | -70.5% | -67.9% |
| 10Y | +33.0% | +8.6% | +24.4% | -2.3% |
| All | +2,152.2% | +554.3% | +1,597.9% | +1,045.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling