-14.1%
ALB vs GPC
+0.2%
-14.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | -4.5% | -6.3% | +1.8% | -2.6% |
| 3M | -28.1% | -8.2% | -19.9% | -26.2% |
| 6M | -53.2% | +27.1% | -80.3% | -58.3% |
| YTD | -33.3% | +3.1% | -36.4% | -36.9% |
| 1Y | -17.4% | +0.1% | -17.5% | -20.7% |
| 3Y | -14.1% | +0.2% | -14.4% | -27.1% |
| All | -14.1% | +0.2% | -14.3% | -27.1% |
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