+42.6%
GEV vs ALAB
+35.8%
+6.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.6% |
| 7D | +6.2% | +26.9% | -20.7% | 0.0% |
| 30D | -18.4% | -30.0% | +11.6% | -12.0% |
| 3M | -21.2% | -28.5% | +7.3% | -16.2% |
| 6M | -23.6% | +11.4% | -35.0% | -25.0% |
| YTD | +25.5% | +36.9% | -11.4% | +14.4% |
| 1Y | +42.6% | +44.4% | -1.8% | +30.2% |
| All | +42.6% | +35.8% | +6.8% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling