+51.3%
GEV vs ALM
+247.3%
-196.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.5% | +10.1% | +4.9% |
| 7D | +1.6% | -11.8% | +13.5% | +4.1% |
| 30D | -7.9% | +7.8% | -15.7% | -9.9% |
| 3M | +5.6% | -9.3% | +14.9% | +6.0% |
| 6M | +13.1% | -30.5% | +43.5% | +16.6% |
| YTD | +46.7% | +75.8% | -29.1% | +29.9% |
| 1Y | +51.3% | +241.2% | -189.9% | +19.7% |
| All | +51.3% | +247.3% | -196.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling