+56.1%
ALB vs GPC
+2.9%
+53.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.6% | -4.6% |
| 7D | -8.1% | +1.2% | -9.3% | -8.2% |
| 30D | +6.3% | +6.0% | +0.3% | +5.5% |
| 3M | -23.6% | +42.6% | -66.2% | -28.7% |
| 6M | -24.6% | +22.8% | -47.4% | -29.1% |
| YTD | -10.3% | +15.5% | -25.7% | -16.6% |
| All | +56.1% | +2.9% | +53.2% | +41.2% |
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 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