-55.9%
ALB vs GTLB
-49.8%
-6.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +1.1% | -9.6% | +10.7% | +3.1% |
| 30D | -2.6% | -15.5% | +12.9% | +0.7% |
| 3M | -25.6% | +12.4% | -37.9% | -28.0% |
| 6M | -54.0% | +84.6% | -138.6% | -60.7% |
| YTD | -31.6% | +26.1% | -57.7% | -37.1% |
| 1Y | -6.6% | +1.7% | -8.3% | -9.9% |
| 3Y | -14.0% | +6.1% | -20.1% | -20.5% |
| 5Y | -62.5% | -61.1% | -1.4% | -65.0% |
| All | -55.9% | -49.8% | -6.1% | -59.0% |
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