-24.9%
GFS vs ALB
-16.8%
-8.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.9% |
| 7D | -7.8% | +9.1% | -16.9% | -10.7% |
| 30D | -19.7% | -3.4% | -16.3% | -18.9% |
| 3M | -23.1% | -20.6% | -2.5% | -17.7% |
| 6M | -46.4% | -48.2% | +1.8% | -34.5% |
| YTD | +11.0% | -29.2% | +40.3% | +21.1% |
| 1Y | +12.6% | +10.0% | +2.6% | +6.2% |
| 3Y | -24.9% | -12.9% | -12.0% | -33.9% |
| All | -24.9% | -16.8% | -8.1% | -33.9% |
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 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