+44.2%
GEV vs ALB
-15.8%
+60.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | +3.7% | -5.8% | +9.5% | +4.8% |
| 30D | -14.7% | -4.5% | -10.1% | -14.0% |
| 3M | -23.4% | -28.1% | +4.7% | -18.8% |
| 6M | -24.3% | -53.2% | +28.8% | -14.9% |
| YTD | +23.2% | -33.3% | +56.5% | +25.9% |
| 1Y | +44.2% | -17.4% | +61.7% | +38.8% |
| All | +44.2% | -15.8% | +60.0% | +38.8% |
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