-16.8%
GIS vs ALB
+80.1%
-96.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.5% |
| 7D | -8.6% | -8.6% | 0.0% | -8.4% |
| 30D | -0.5% | -4.0% | +3.6% | -0.3% |
| 3M | +11.9% | -17.4% | +29.3% | +12.5% |
| 6M | -11.6% | -25.4% | +13.8% | -11.0% |
| YTD | -16.3% | -10.5% | -5.8% | -16.4% |
| 1Y | -21.8% | +75.8% | -97.6% | -23.9% |
| 3Y | -35.7% | -28.5% | -7.1% | -36.0% |
| 5Y | -22.9% | -45.1% | +22.2% | -23.5% |
| 10Y | -16.8% | +87.3% | -104.1% | -34.1% |
| All | -16.8% | +80.1% | -96.9% | -34.1% |
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