+93.8%
GD vs ALB
-61.7%
+155.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -5.0% | +9.1% | -14.0% | -5.7% |
| 30D | +8.9% | -3.4% | +12.3% | +9.1% |
| 3M | -8.0% | -20.6% | +12.5% | -6.5% |
| 6M | +2.9% | -48.2% | +51.1% | +8.2% |
| YTD | +7.1% | -29.2% | +36.3% | +9.0% |
| 1Y | +5.9% | +10.0% | -4.1% | +3.6% |
| 3Y | +53.9% | -12.9% | +66.8% | +48.1% |
| All | +93.8% | -61.7% | +155.6% | +102.1% |
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 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