-62.1%
ALB vs GPC
+3.6%
-65.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | +9.1% | +1.6% | +7.5% | +8.2% |
| 30D | -3.4% | -2.1% | -1.3% | -2.9% |
| 3M | -20.6% | -6.8% | -13.8% | -18.3% |
| 6M | -48.2% | +18.6% | -66.8% | -53.9% |
| YTD | -29.2% | +2.7% | -31.9% | -33.7% |
| 1Y | +10.0% | +1.8% | +8.2% | +3.5% |
| 3Y | -12.9% | +1.1% | -14.0% | -23.1% |
| All | -62.1% | +3.6% | -65.7% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling