+68.8%
ALB vs GTLB
-1.8%
+70.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.1% |
| 7D | -7.6% | -4.1% | -3.5% | -7.5% |
| 30D | -5.6% | +12.3% | -17.9% | -6.0% |
| 3M | -16.8% | +65.9% | -82.8% | -17.8% |
| 6M | -26.3% | +104.0% | -130.3% | -27.9% |
| YTD | -13.2% | +26.0% | -39.3% | -7.6% |
| 1Y | +68.8% | -3.5% | +72.3% | +104.3% |
| All | +68.8% | -1.8% | +70.6% | +104.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling