+35.8%
GFS vs ALB
+60.9%
-25.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +6.0% | +3.0% |
| 7D | +1.0% | -8.1% | +9.1% | +3.7% |
| 30D | -8.6% | +6.3% | -14.9% | -10.7% |
| 3M | -46.5% | -23.6% | -23.0% | -42.4% |
| 6M | -4.8% | -24.6% | +19.8% | +0.7% |
| YTD | +29.7% | -10.3% | +39.9% | +31.5% |
| 1Y | +35.8% | +61.5% | -25.6% | +17.9% |
| All | +35.8% | +60.9% | -25.1% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling