+518.8%
GEV vs ALAB
+184.3%
+334.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | -0.4% |
| 7D | -3.0% | +3.4% | -6.4% | -4.3% |
| 30D | -18.9% | -28.8% | +9.9% | -12.1% |
| 3M | -20.1% | -26.0% | +5.9% | -15.1% |
| 6M | -24.6% | +11.4% | -36.0% | -29.6% |
| YTD | +24.0% | +38.8% | -14.8% | +5.5% |
| 1Y | +40.6% | +37.8% | +2.8% | +18.2% |
| All | +518.8% | +184.3% | +334.4% | +273.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling