+643.2%
GEV vs ALC
-16.1%
+659.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.6% |
| 7D | +8.1% | -3.7% | +11.8% | +9.1% |
| 30D | -1.9% | -3.7% | +1.8% | -1.1% |
| 3M | +4.1% | +4.6% | -0.5% | +2.2% |
| 6M | +23.2% | -14.6% | +37.8% | +28.8% |
| YTD | +48.9% | -11.9% | +60.8% | +53.5% |
| 1Y | +62.2% | -13.1% | +75.3% | +68.0% |
| All | +643.2% | -16.1% | +659.3% | +662.4% |
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