+188.5%
GD vs ALB
+33.3%
+155.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -5.0% | +9.1% | -14.0% | -6.2% |
| 30D | +8.9% | -3.4% | +12.3% | +9.3% |
| 3M | -8.0% | -20.6% | +12.5% | -5.3% |
| 6M | +2.9% | -48.2% | +51.1% | +12.5% |
| YTD | +7.1% | -29.2% | +36.3% | +10.3% |
| 1Y | +5.9% | +10.0% | -4.1% | +1.4% |
| 3Y | +53.9% | -12.9% | +66.8% | +43.9% |
| 5Y | +95.4% | -61.3% | +156.7% | +106.7% |
| All | +188.5% | +33.3% | +155.2% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling