+34.2%
ALB vs GH
+486.6%
-452.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.1% |
| 7D | -8.6% | -0.2% | -8.4% | -8.6% |
| 30D | -4.0% | -2.6% | -1.4% | -3.6% |
| 3M | -17.4% | +25.1% | -42.5% | -21.8% |
| 6M | -25.4% | +78.5% | -103.9% | -35.0% |
| YTD | -10.5% | +59.4% | -69.9% | -20.3% |
| 1Y | +75.8% | +173.9% | -98.0% | +37.5% |
| 3Y | -28.5% | +382.7% | -411.3% | -53.4% |
| 5Y | -45.1% | +24.4% | -69.5% | -57.3% |
| All | +34.2% | +486.6% | -452.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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