+246.5%
GM vs ALB
+203.7%
+42.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +2.3% |
| 7D | +1.9% | -8.1% | +10.0% | +4.6% |
| 30D | -1.4% | +6.3% | -7.6% | -3.7% |
| 3M | +5.9% | -23.6% | +29.5% | +14.2% |
| 6M | +12.4% | -24.6% | +37.0% | +19.6% |
| YTD | +8.6% | -10.3% | +18.9% | +7.5% |
| 1Y | +52.6% | +61.5% | -8.8% | +20.2% |
| 3Y | +169.7% | -34.0% | +203.6% | +166.0% |
| 5Y | +87.5% | -44.6% | +132.1% | +87.4% |
| 10Y | +233.0% | +76.1% | +156.9% | +79.7% |
| All | +246.5% | +203.7% | +42.8% | +36.3% |
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