-17.4%
ALB vs GH
+56.7%
-74.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -5.8% | +0.6% | -6.3% | -5.8% |
| 30D | -4.5% | -6.9% | +2.4% | -4.0% |
| 3M | -28.1% | -4.9% | -23.2% | -28.0% |
| 6M | -53.2% | +54.1% | -107.2% | -56.9% |
| YTD | -33.3% | +48.5% | -81.8% | -37.5% |
| 1Y | -17.4% | +61.2% | -78.6% | -19.7% |
| All | -17.4% | +56.7% | -74.1% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling