+2,885.9%
ALB vs GAP
+563.1%
+2,322.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | -8.1% | -4.5% | -3.6% | -7.0% |
| 30D | +6.3% | +9.0% | -2.8% | +3.6% |
| 3M | -23.6% | +5.0% | -28.6% | -24.9% |
| 6M | -24.6% | -17.8% | -6.8% | -22.2% |
| YTD | -10.3% | -10.4% | +0.1% | -9.8% |
| 1Y | +61.5% | -3.4% | +64.8% | +58.9% |
| 3Y | -34.0% | +111.5% | -145.5% | -50.2% |
| 5Y | -44.6% | +8.8% | -53.4% | -53.2% |
| 10Y | +76.1% | +32.9% | +43.2% | +23.2% |
| All | +2,885.9% | +563.1% | +2,322.8% | +1,419.8% |
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