-46.3%
ALB vs GPN
-46.4%
+0.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.8% |
| 7D | -7.6% | -3.5% | -4.1% | -6.2% |
| 30D | -5.6% | +3.1% | -8.7% | -7.2% |
| 3M | -16.8% | +42.3% | -59.1% | -30.9% |
| 6M | -26.3% | +20.9% | -47.2% | -34.3% |
| YTD | -13.2% | +15.2% | -28.5% | -21.9% |
| 1Y | +68.8% | +5.4% | +63.4% | +58.1% |
| 3Y | -30.7% | -27.4% | -3.3% | -22.3% |
| 5Y | -46.3% | -44.2% | -2.1% | -34.2% |
| All | -46.3% | -46.4% | +0.1% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling