+643.2%
GEV vs ALB
+12.5%
+630.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.6% |
| 7D | +8.1% | -4.4% | +12.5% | +9.1% |
| 30D | -1.9% | -1.2% | -0.7% | -1.9% |
| 3M | +4.1% | -13.3% | +17.4% | +6.8% |
| 6M | +23.2% | -19.8% | +43.0% | +26.9% |
| YTD | +48.9% | -7.9% | +56.8% | +47.4% |
| 1Y | +62.2% | +60.2% | +2.0% | +40.2% |
| All | +643.2% | +12.5% | +630.7% | +631.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling