+518.8%
GEV vs ALB
-16.4%
+535.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | -3.0% | +1.1% | -4.0% | -3.2% |
| 30D | -18.9% | -2.6% | -16.3% | -18.6% |
| 3M | -20.1% | -25.6% | +5.5% | -15.3% |
| 6M | -24.6% | -54.0% | +29.4% | -12.1% |
| YTD | +24.0% | -31.6% | +55.5% | +30.3% |
| 1Y | +40.6% | -6.6% | +47.2% | +37.5% |
| All | +518.8% | -16.4% | +535.2% | +546.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling