-21.8%
GIS vs ALB
+69.7%
-91.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.7% |
| 7D | -8.6% | -8.6% | 0.0% | -8.9% |
| 30D | -0.5% | -4.0% | +3.6% | -0.5% |
| 3M | +11.9% | -17.4% | +29.3% | +11.4% |
| 6M | -11.6% | -25.4% | +13.8% | -12.0% |
| YTD | -16.3% | -10.5% | -5.8% | -15.1% |
| 1Y | -21.8% | +75.8% | -97.6% | -11.5% |
| All | -21.8% | +69.7% | -91.4% | -11.5% |
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