-19.4%
GFS vs ALB
-34.0%
+14.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -41.9% |
| 6M | -4.8% | -24.6% | +19.8% | +2.3% |
| YTD | +29.7% | -10.3% | +39.9% | +31.5% |
| 1Y | +35.8% | +61.5% | -25.6% | +12.4% |
| All | -19.4% | -34.0% | +14.6% | -23.8% |
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