+606.9%
GEV vs ABT
-2.8%
+609.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -3.1% |
| 7D | -1.9% | -5.0% | +3.1% | -2.7% |
| 30D | -8.7% | -5.8% | -2.9% | -9.5% |
| 3M | +6.6% | +16.7% | -10.1% | +8.4% |
| 6M | +10.2% | -5.2% | +15.5% | +11.8% |
| YTD | +41.6% | -16.0% | +57.6% | +42.2% |
| 1Y | +43.9% | -18.3% | +62.1% | +44.2% |
| All | +606.9% | -2.8% | +609.7% | +626.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 5y: compounded portfolio wealth divided by compounded ABT 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…
5y analysis · Full analysis span regression · 6 months rolling