+627.7%
GEV vs ALM
+1,698.4%
-1,070.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.6% |
| 7D | +3.2% | +3.6% | -0.5% | +2.7% |
| 30D | -4.0% | +33.8% | -37.8% | -7.4% |
| 3M | +3.4% | +14.8% | -11.4% | +1.1% |
| 6M | +14.7% | -7.0% | +21.7% | +13.3% |
| YTD | +45.8% | +108.1% | -62.3% | +36.1% |
| 1Y | +57.4% | +313.8% | -256.4% | +41.7% |
| All | +627.7% | +1,698.4% | -1,070.7% | +472.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling