+514.9%
GEV vs ACGL
+26.6%
+488.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +3.7% | +2.2% | +1.6% | +3.9% |
| 30D | -14.7% | +12.3% | -27.0% | -14.3% |
| 3M | -23.4% | +11.8% | -35.2% | -23.1% |
| 6M | -24.3% | +17.5% | -41.8% | -24.3% |
| YTD | +23.2% | +14.3% | +8.9% | +23.1% |
| 1Y | +44.2% | +18.2% | +26.1% | +43.3% |
| All | +514.9% | +26.6% | +488.2% | +533.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling