+510.2%
GEV vs ALB
-17.3%
+527.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.3% | -3.0% |
| 7D | -13.2% | +5.3% | -18.5% | -14.3% |
| 30D | -20.6% | -6.3% | -14.4% | -19.7% |
| 3M | -19.5% | -27.4% | +7.9% | -14.3% |
| 6M | -23.3% | -53.1% | +29.8% | -10.9% |
| YTD | +22.2% | -32.3% | +54.6% | +28.8% |
| 1Y | +37.8% | -7.3% | +45.1% | +34.9% |
| All | +510.2% | -17.3% | +527.5% | +538.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling