+74.0%
ALB vs GPN
+28.2%
+45.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -6.6% | -4.6% | -2.0% | -4.5% |
| 30D | -8.1% | -0.3% | -7.9% | -8.3% |
| 3M | -25.7% | +35.4% | -61.1% | -37.6% |
| 6M | -29.5% | +21.7% | -51.1% | -37.9% |
| YTD | -16.2% | +14.9% | -31.1% | -25.2% |
| 1Y | +59.2% | +3.2% | +56.0% | +49.3% |
| 3Y | -33.7% | -27.1% | -6.6% | -26.3% |
| 5Y | -48.1% | -44.4% | -3.7% | -35.5% |
| All | +74.0% | +28.2% | +45.9% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling