+2,885.9%
ALB vs GPC
+1,489.8%
+1,396.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.6% | -5.1% |
| 7D | -8.1% | +1.2% | -9.3% | -8.8% |
| 30D | +6.3% | +6.0% | +0.3% | +2.4% |
| 3M | -23.6% | +42.6% | -66.2% | -40.2% |
| 6M | -24.6% | +22.8% | -47.4% | -35.4% |
| YTD | -10.3% | +15.5% | -25.7% | -21.5% |
| 1Y | +61.5% | +2.0% | +59.4% | +52.2% |
| 3Y | -34.0% | -1.4% | -32.5% | -38.6% |
| 5Y | -44.6% | +30.6% | -75.2% | -57.3% |
| 10Y | +76.1% | +80.6% | -4.5% | +3.6% |
| All | +2,885.9% | +1,489.8% | +1,396.1% | +472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling