+43.9%
GEV vs ALAB
+26.2%
+17.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.5% | -1.8% |
| 7D | -1.9% | +0.6% | -2.5% | -2.3% |
| 30D | -8.7% | -8.8% | +0.1% | -7.2% |
| 3M | +6.6% | -14.0% | +20.6% | +9.0% |
| 6M | +10.2% | +144.3% | -134.1% | -6.2% |
| YTD | +41.6% | +71.0% | -29.4% | +24.4% |
| 1Y | +43.9% | +23.5% | +20.4% | +28.3% |
| All | +43.9% | +26.2% | +17.7% | +28.3% |
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