-3.2%
ALB vs GPC
+2.8%
-6.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.5% | -0.4% |
| 7D | +9.5% | +0.8% | +8.6% | +9.3% |
| 30D | -2.1% | -1.1% | -1.0% | -2.1% |
| 3M | -24.1% | -6.6% | -17.5% | -23.6% |
| 6M | -51.0% | +22.2% | -73.2% | -53.6% |
| YTD | -29.3% | +5.1% | -34.4% | -34.8% |
| All | -3.2% | +2.8% | -6.0% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling