+8.6%
ALB vs GFI
+6.9%
+1.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.3% | -1.0% | +3.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | -9.0% | +3.0% | -12.0% | -10.1% |
| 3M | -21.1% | +10.2% | -31.3% | -25.2% |
| 6M | -49.9% | -10.1% | -39.8% | -49.1% |
| YTD | -32.3% | -11.4% | -20.9% | -32.3% |
| 1Y | +8.6% | +8.4% | +0.2% | -0.8% |
| All | +8.6% | +6.9% | +1.7% | -0.8% |
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