-32.0%
GFS vs ALB
-62.4%
+30.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | -3.1% | +9.5% | -12.6% | -6.7% |
| 30D | -16.0% | -2.1% | -13.9% | -15.5% |
| 3M | -24.7% | -24.1% | -0.6% | -17.1% |
| 6M | -45.1% | -51.0% | +5.9% | -28.9% |
| YTD | +16.5% | -29.3% | +45.8% | +28.5% |
| 1Y | +19.3% | +3.2% | +16.2% | +12.9% |
| 3Y | -20.0% | -9.3% | -10.6% | -30.5% |
| 5Y | -32.0% | -61.6% | +29.6% | -22.1% |
| All | -32.0% | -62.4% | +30.3% | -22.1% |
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