-26.4%
ALB vs GH
+355.8%
-382.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -4.4% | -2.1% | -2.3% | -4.0% |
| 30D | -1.2% | -4.5% | +3.3% | -0.4% |
| 3M | -13.3% | +28.9% | -42.2% | -18.3% |
| 6M | -19.8% | +76.5% | -96.3% | -29.8% |
| YTD | -7.9% | +57.6% | -65.5% | -17.7% |
| 1Y | +60.2% | +167.5% | -107.4% | +25.3% |
| 3Y | -26.4% | +377.4% | -403.8% | -51.0% |
| All | -26.4% | +355.8% | -382.2% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling