-61.6%
ALB vs GH
+43.1%
-104.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.4% | -1.3% |
| 7D | +9.5% | -7.0% | +16.4% | +10.9% |
| 30D | -2.1% | -5.2% | +3.1% | -1.3% |
| 3M | -24.1% | -5.8% | -18.4% | -23.8% |
| 6M | -51.0% | +65.9% | -116.9% | -57.1% |
| YTD | -29.3% | +55.5% | -84.8% | -37.6% |
| 1Y | +3.2% | +64.2% | -61.0% | -10.4% |
| 3Y | -9.3% | +606.0% | -615.4% | -48.2% |
| 5Y | -61.6% | +47.3% | -108.9% | -72.2% |
| All | -61.6% | +43.1% | -104.7% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling