-21.3%
GFS vs ALB
-55.2%
+33.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.6% | -13.4% | -11.2% |
| 7D | -20.7% | +5.5% | -26.2% | -22.5% |
| 30D | -25.2% | -7.5% | -17.7% | -23.2% |
| 3M | -26.3% | -16.9% | -9.4% | -21.6% |
| 6M | -50.7% | -49.2% | -1.5% | -36.9% |
| YTD | +4.5% | -29.9% | +34.4% | +15.7% |
| 1Y | +2.5% | +8.2% | -5.7% | -5.0% |
| 3Y | -30.9% | -19.4% | -11.5% | -36.6% |
| 5Y | -42.6% | -61.6% | +19.0% | -31.7% |
| All | -21.3% | -55.2% | +33.8% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling