-34.2%
ALB vs GPC
-1.1%
-33.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.6% | -4.9% |
| 7D | -8.1% | +1.2% | -9.3% | -8.5% |
| 30D | +6.3% | +6.0% | +0.3% | +3.9% |
| 3M | -23.6% | +42.6% | -66.2% | -34.9% |
| 6M | -24.6% | +22.8% | -47.4% | -31.8% |
| YTD | -10.3% | +15.5% | -25.7% | -18.4% |
| 1Y | +61.5% | +2.0% | +59.4% | +55.9% |
| All | -34.2% | -1.1% | -33.1% | -40.4% |
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 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