+643.2%
GEV vs ACM
-30.4%
+673.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +8.1% | -0.3% | +8.4% | +8.2% |
| 30D | -1.9% | -12.9% | +11.0% | +3.1% |
| 3M | +4.1% | -6.4% | +10.4% | +5.3% |
| 6M | +23.2% | -29.2% | +52.4% | +43.8% |
| YTD | +48.9% | -29.9% | +78.8% | +71.3% |
| 1Y | +62.2% | -47.3% | +109.5% | +126.3% |
| All | +643.2% | -30.4% | +673.6% | +705.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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