+34.6%
ALB vs GH
+481.7%
-447.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.7% | -4.5% |
| 7D | -8.1% | -0.1% | -8.0% | -8.1% |
| 30D | +6.3% | -1.1% | +7.3% | +6.3% |
| 3M | -23.6% | +21.3% | -44.9% | -27.1% |
| 6M | -24.6% | +73.5% | -98.1% | -33.9% |
| YTD | -10.3% | +58.0% | -68.3% | -19.9% |
| 1Y | +61.5% | +163.1% | -101.6% | +27.4% |
| 3Y | -34.0% | +361.0% | -395.0% | -56.6% |
| 5Y | -44.6% | +22.5% | -67.1% | -56.8% |
| All | +34.6% | +481.7% | -447.1% | -16.4% |
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