+74.0%
ALB vs GFI
+1,066.8%
-992.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.2% | -3.3% |
| 7D | -6.6% | -4.9% | -1.8% | -6.2% |
| 30D | -8.1% | +10.7% | -18.9% | -9.1% |
| 3M | -25.7% | +25.6% | -51.3% | -27.5% |
| 6M | -29.5% | -8.3% | -21.2% | -29.4% |
| YTD | -16.2% | +6.3% | -22.5% | -17.0% |
| 1Y | +59.2% | +22.1% | +37.2% | +56.2% |
| 3Y | -33.7% | +289.2% | -322.9% | -40.0% |
| 5Y | -48.1% | +531.7% | -579.8% | -54.4% |
| All | +74.0% | +1,066.8% | -992.8% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling