+620.7%
GEV vs ALB
+9.6%
+611.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +1.0% |
| 7D | +3.3% | -8.1% | +11.4% | +5.1% |
| 30D | -7.5% | +6.3% | -13.7% | -9.0% |
| 3M | -2.2% | -23.6% | +21.4% | +3.0% |
| 6M | +12.1% | -24.6% | +36.7% | +17.0% |
| YTD | +44.4% | -10.3% | +54.7% | +43.7% |
| 1Y | +57.7% | +61.5% | -3.8% | +35.8% |
| All | +620.7% | +9.6% | +611.1% | +612.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling