-12.9%
ALB vs GPC
+1.0%
-13.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +9.1% | +1.6% | +7.5% | +8.4% |
| 30D | -3.4% | -2.1% | -1.3% | -3.0% |
| 3M | -20.6% | -6.8% | -13.8% | -18.9% |
| 6M | -48.2% | +18.6% | -66.8% | -52.5% |
| YTD | -29.2% | +2.7% | -31.9% | -32.9% |
| 1Y | +10.0% | +1.8% | +8.2% | +4.6% |
| 3Y | -12.9% | +1.1% | -14.0% | -28.7% |
| All | -12.9% | +1.0% | -13.9% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling