-26.4%
ALB vs GTLB
-8.4%
-18.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +3.9% |
| 7D | -4.4% | +4.6% | -9.0% | -5.7% |
| 30D | -1.2% | +21.0% | -22.2% | -6.3% |
| 3M | -13.3% | +51.7% | -65.0% | -23.0% |
| 6M | -19.8% | +89.3% | -109.0% | -34.3% |
| YTD | -7.9% | +25.6% | -33.6% | -14.8% |
| 1Y | +60.2% | -1.5% | +61.7% | +59.6% |
| 3Y | -26.4% | -9.9% | -16.5% | -31.7% |
| All | -26.4% | -8.4% | -18.0% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling