+809.2%
GIS vs ALB
+2,835.3%
-2,026.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +2.0% | -2.1% |
| 7D | -7.8% | -8.1% | +0.2% | -7.2% |
| 30D | +6.6% | +6.3% | +0.3% | +6.0% |
| 3M | +21.0% | -23.6% | +44.5% | +23.4% |
| 6M | -9.1% | -24.6% | +15.5% | -7.5% |
| YTD | -13.6% | -10.3% | -3.3% | -13.8% |
| 1Y | -18.0% | +61.5% | -79.5% | -22.9% |
| 3Y | -33.7% | -34.0% | +0.3% | -34.1% |
| 5Y | -19.4% | -44.6% | +25.2% | -20.9% |
| 10Y | -21.3% | +76.1% | -97.3% | -36.6% |
| All | +809.2% | +2,835.3% | -2,026.0% | +396.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling