+164.6%
GM vs ALB
-29.2%
+193.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.5% | -1.9% |
| 7D | -1.1% | -8.6% | +7.5% | +0.2% |
| 30D | -4.6% | -4.0% | -0.5% | -4.1% |
| 3M | +0.2% | -17.4% | +17.6% | +2.9% |
| 6M | +12.6% | -25.4% | +38.0% | +16.3% |
| YTD | +3.7% | -10.5% | +14.2% | +3.3% |
| 1Y | +45.6% | +75.8% | -30.2% | +27.1% |
| All | +164.6% | -29.2% | +193.9% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling