+526.6%
GEV vs ALC
-12.9%
+539.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | +6.2% | -6.2% | +12.4% | +7.1% |
| 30D | -18.4% | +14.0% | -32.4% | -20.8% |
| 3M | -21.2% | -2.4% | -18.9% | -20.7% |
| 6M | -23.6% | +12.6% | -36.2% | -26.5% |
| YTD | +25.5% | -8.4% | +33.9% | +28.3% |
| 1Y | +42.6% | -9.1% | +51.7% | +46.3% |
| All | +526.6% | -12.9% | +539.5% | +537.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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