-21.6%
GIS vs ALB
-5.3%
-16.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | -4.6% | +1.1% | -5.6% | -4.6% |
| 30D | +6.6% | -2.6% | +9.2% | +6.6% |
| 3M | -8.1% | -25.6% | +17.5% | -8.0% |
| 6M | +4.9% | -54.0% | +58.9% | +5.3% |
| YTD | -21.4% | -31.6% | +10.2% | -21.5% |
| 1Y | -21.6% | -6.6% | -15.1% | -23.1% |
| All | -21.6% | -5.3% | -16.3% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling