+2.6%
ALB vs GH
+457.8%
-455.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.1% | -8.2% | +9.2% | +2.6% |
| 30D | -2.6% | -4.9% | +2.3% | -1.9% |
| 3M | -25.6% | -6.2% | -19.3% | -25.1% |
| 6M | -54.0% | +60.0% | -114.1% | -59.1% |
| YTD | -31.6% | +51.5% | -83.1% | -38.8% |
| 1Y | -6.6% | +58.4% | -65.0% | -17.5% |
| 3Y | -14.0% | +617.2% | -631.2% | -48.6% |
| 5Y | -62.5% | +47.0% | -109.6% | -71.8% |
| All | +2.6% | +457.8% | -455.1% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling