+96.7%
GD vs ALB
-61.8%
+158.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -2.6% |
| 7D | -3.9% | +5.5% | -9.4% | -4.3% |
| 30D | +8.1% | -7.5% | +15.6% | +8.7% |
| 3M | -6.8% | -16.9% | +10.2% | -5.5% |
| 6M | +3.0% | -49.2% | +52.2% | +8.5% |
| YTD | +7.8% | -29.9% | +37.6% | +9.7% |
| 1Y | +5.8% | +8.2% | -2.4% | +3.6% |
| 3Y | +55.3% | -19.4% | +74.7% | +50.7% |
| 5Y | +96.7% | -61.6% | +158.3% | +105.7% |
| All | +96.7% | -61.8% | +158.5% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling