+627.7%
GEV vs ALAB
+270.1%
+357.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -3.1% |
| 7D | +3.2% | +9.6% | -6.5% | +0.4% |
| 30D | -4.0% | -5.3% | +1.2% | -3.1% |
| 3M | +3.4% | -12.0% | +15.5% | +4.8% |
| 6M | +14.7% | +145.7% | -131.0% | -12.4% |
| YTD | +45.8% | +80.7% | -34.9% | +17.5% |
| 1Y | +57.4% | +40.1% | +17.3% | +31.7% |
| All | +627.7% | +270.1% | +357.6% | +316.1% |
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