+40.6%
ALB vs GPC
+74.2%
-33.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.8% |
| 7D | -3.6% | -1.3% | -2.3% | -2.9% |
| 30D | -2.9% | -6.0% | +3.2% | +0.1% |
| 3M | -25.8% | -7.6% | -18.2% | -23.1% |
| 6M | -53.6% | +24.2% | -77.8% | -60.1% |
| YTD | -32.4% | +2.7% | -35.1% | -36.5% |
| 1Y | -13.0% | +0.2% | -13.2% | -17.2% |
| 3Y | -15.0% | -0.8% | -14.2% | -21.9% |
| 5Y | -63.5% | +4.4% | -68.0% | -67.6% |
| All | +40.6% | +74.2% | -33.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling