+492.6%
GEV vs ACGL
+23.9%
+468.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.4% | +0.3% |
| 7D | -9.8% | +0.9% | -10.6% | -9.7% |
| 30D | -22.3% | +13.7% | -36.0% | -22.1% |
| 3M | -22.6% | +8.0% | -30.6% | -22.3% |
| 6M | -30.7% | +13.3% | -44.0% | -30.7% |
| YTD | +18.7% | +11.8% | +6.9% | +18.5% |
| 1Y | +41.0% | +22.2% | +18.8% | +38.3% |
| All | +492.6% | +23.9% | +468.7% | +509.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling