+2,877.1%
ALB vs GFI
+872.0%
+2,005.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -8.6% | +4.7% | -13.3% | -9.0% |
| 30D | -4.0% | +14.4% | -18.5% | -5.4% |
| 3M | -17.4% | +32.5% | -49.9% | -19.8% |
| 6M | -25.4% | -7.2% | -18.2% | -25.3% |
| YTD | -10.5% | +10.9% | -21.4% | -11.9% |
| 1Y | +75.8% | +35.5% | +40.4% | +70.0% |
| 3Y | -28.5% | +312.1% | -340.6% | -38.3% |
| 5Y | -45.1% | +524.6% | -569.7% | -55.2% |
| 10Y | +87.3% | +1,092.7% | -1,005.4% | +35.9% |
| All | +2,877.1% | +872.0% | +2,005.2% | +1,817.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling