+70.8%
GD vs ALB
-34.0%
+104.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | -1.5% |
| 7D | -5.3% | -8.1% | +2.8% | -4.8% |
| 30D | -6.4% | +6.3% | -12.7% | -6.8% |
| 3M | +5.7% | -23.6% | +29.3% | +7.3% |
| 6M | -0.9% | -24.6% | +23.7% | +0.3% |
| YTD | +8.2% | -10.3% | +18.4% | +8.2% |
| 1Y | +13.4% | +61.5% | -48.0% | +9.2% |
| All | +70.8% | -34.0% | +104.8% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling