+40.8%
ALB vs GPC
+93.7%
-52.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.5% | -1.4% |
| 7D | +9.5% | +0.8% | +8.6% | +8.9% |
| 30D | -2.1% | -1.1% | -1.0% | -2.1% |
| 3M | -24.1% | -6.6% | -17.5% | -21.8% |
| 6M | -51.0% | +22.2% | -73.2% | -57.5% |
| YTD | -29.3% | +5.1% | -34.4% | -34.5% |
| 1Y | +3.2% | +2.8% | +0.4% | -3.3% |
| 3Y | -9.3% | +2.4% | -11.7% | -18.1% |
| 5Y | -61.6% | +7.8% | -69.4% | -66.5% |
| 10Y | +40.8% | +87.2% | -46.5% | -9.2% |
| All | +40.8% | +93.7% | -52.9% | -9.2% |
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