-9.1%
GIS vs ALB
-25.5%
+16.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +2.0% | -2.5% |
| 7D | -7.8% | -8.1% | +0.2% | -7.9% |
| 30D | +6.6% | +6.3% | +0.3% | +7.4% |
| 3M | +21.0% | -23.6% | +44.5% | +21.1% |
| 6M | -9.1% | -24.6% | +15.5% | -9.0% |
| All | -9.1% | -25.5% | +16.4% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling