-17.3%
GIS vs ALB
+32.4%
-49.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.4% |
| 7D | -3.4% | -5.8% | +2.4% | -3.2% |
| 30D | +6.9% | -4.5% | +11.4% | +7.0% |
| 3M | -10.1% | -28.1% | +18.0% | -9.3% |
| 6M | +5.9% | -53.2% | +59.0% | +8.2% |
| YTD | -21.1% | -33.3% | +12.2% | -20.5% |
| 1Y | -22.5% | -17.4% | -5.1% | -22.5% |
| 3Y | -39.0% | -14.1% | -24.9% | -40.0% |
| 5Y | -33.3% | -64.0% | +30.7% | -32.6% |
| All | -17.3% | +32.4% | -49.6% | -33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling