-42.3%
ALB vs GTLB
-50.8%
+8.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.5% |
| 7D | -8.6% | -6.6% | -2.0% | -7.3% |
| 30D | -4.0% | +13.7% | -17.8% | -7.0% |
| 3M | -17.4% | +52.9% | -70.3% | -25.4% |
| 6M | -25.4% | +88.5% | -113.9% | -36.7% |
| YTD | -10.5% | +23.4% | -34.0% | -17.0% |
| 1Y | +75.8% | -3.8% | +79.6% | +71.9% |
| 3Y | -28.5% | -11.5% | -17.0% | -31.2% |
| All | -42.3% | -50.8% | +8.5% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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