+43.9%
GEV vs ALB
+68.9%
-25.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.2% | -2.3% |
| 7D | -1.9% | -7.6% | +5.7% | -0.4% |
| 30D | -8.7% | -5.6% | -3.1% | -7.8% |
| 3M | +6.6% | -16.8% | +23.5% | +9.7% |
| 6M | +10.2% | -26.3% | +36.5% | +13.7% |
| YTD | +41.6% | -13.2% | +54.9% | +39.3% |
| 1Y | +43.9% | +68.8% | -24.9% | +33.7% |
| All | +43.9% | +68.9% | -25.0% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling