-42.2%
ALB vs GTLB
-47.1%
+5.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.7% |
| 7D | -8.1% | +11.1% | -19.1% | -10.2% |
| 30D | +6.3% | +37.8% | -31.5% | -1.2% |
| 3M | -23.6% | +61.6% | -85.1% | -31.7% |
| 6M | -24.6% | +98.9% | -123.5% | -36.8% |
| YTD | -10.3% | +32.8% | -43.0% | -18.0% |
| 1Y | +61.5% | +14.7% | +46.8% | +51.6% |
| 3Y | -34.0% | +1.3% | -35.3% | -38.2% |
| All | -42.2% | -47.1% | +5.0% | -46.5% |
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