+61.5%
ALB vs GFI
+45.3%
+16.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.9% | -3.9% |
| 7D | -8.1% | +3.1% | -11.2% | -9.2% |
| 30D | +6.3% | +27.1% | -20.9% | -3.0% |
| 3M | -23.6% | +21.2% | -44.7% | -29.5% |
| 6M | -24.6% | -4.5% | -20.1% | -25.1% |
| YTD | -10.3% | +11.7% | -22.0% | -16.2% |
| 1Y | +61.5% | +46.0% | +15.4% | +41.9% |
| All | +61.5% | +45.3% | +16.2% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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