+534.9%
GEV vs ACGL
+24.9%
+510.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.4% | +7.2% |
| 7D | -3.8% | -1.1% | -2.7% | -3.8% |
| 30D | -17.4% | +13.1% | -30.5% | -17.1% |
| 3M | -16.2% | +9.8% | -26.0% | -15.9% |
| 6M | -20.2% | +15.3% | -35.4% | -20.2% |
| YTD | +27.2% | +12.7% | +14.5% | +27.1% |
| 1Y | +44.6% | +20.7% | +23.8% | +42.4% |
| All | +534.9% | +24.9% | +510.0% | +553.4% |
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