-31.4%
ALB vs GFI
+292.6%
-324.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.4% |
| 7D | -7.6% | -5.1% | -2.5% | -6.5% |
| 30D | -5.6% | +13.4% | -19.0% | -8.5% |
| 3M | -16.8% | +36.2% | -53.1% | -22.9% |
| 6M | -26.3% | -9.8% | -16.5% | -26.1% |
| YTD | -13.2% | +7.7% | -20.9% | -15.4% |
| 1Y | +68.8% | +27.2% | +41.6% | +60.2% |
| All | -31.4% | +292.6% | -324.0% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling