+239.5%
GM vs ALB
+125.7%
+113.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -0.2% | -5.8% | +5.6% | +1.7% |
| 30D | +3.6% | -4.5% | +8.1% | +4.8% |
| 3M | -0.2% | -28.1% | +27.8% | +10.1% |
| 6M | +13.9% | -53.2% | +67.1% | +43.2% |
| YTD | +6.5% | -33.3% | +39.8% | +15.4% |
| 1Y | +20.7% | -17.4% | +38.1% | +21.0% |
| 3Y | +229.5% | -14.1% | +243.6% | +185.8% |
| 5Y | +41.5% | -64.0% | +105.5% | +64.5% |
| 10Y | +204.8% | +32.8% | +172.0% | +79.4% |
| All | +239.5% | +125.7% | +113.8% | +46.3% |
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