+2,176.8%
ALB vs GAP
+541.2%
+1,635.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.6% |
| 7D | +1.1% | -9.3% | +10.4% | +3.4% |
| 30D | -2.6% | -5.5% | +2.9% | -1.5% |
| 3M | -25.6% | +3.5% | -29.0% | -26.7% |
| 6M | -54.0% | +0.7% | -54.7% | -54.8% |
| YTD | -31.6% | -13.4% | -18.2% | -30.9% |
| 1Y | -6.6% | -7.7% | +1.1% | -7.3% |
| 3Y | -14.0% | +74.4% | -88.4% | -32.0% |
| 5Y | -62.5% | +5.3% | -67.9% | -68.1% |
| 10Y | +36.3% | +4.7% | +31.6% | +1.0% |
| All | +2,176.8% | +541.2% | +1,635.7% | +1,063.9% |
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