-56.4%
ALB vs GTLB
-50.5%
-5.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.3% | -4.0% |
| 7D | +5.3% | -10.9% | +16.2% | +7.7% |
| 30D | -6.3% | -15.3% | +9.0% | -3.2% |
| 3M | -27.4% | +14.6% | -42.0% | -30.1% |
| 6M | -53.1% | +79.6% | -132.7% | -59.6% |
| YTD | -32.3% | +24.3% | -56.6% | -37.6% |
| 1Y | -7.3% | +1.0% | -8.3% | -10.6% |
| 3Y | -14.9% | +4.6% | -19.5% | -21.1% |
| 5Y | -62.0% | -63.7% | +1.7% | -64.4% |
| All | -56.4% | -50.5% | -5.9% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling