+514.9%
GEV vs ALM
+706.5%
-191.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.7% | -9.6% | -2.9% |
| 7D | +3.7% | +1.2% | +2.5% | +3.5% |
| 30D | -14.7% | -19.3% | +4.7% | -12.5% |
| 3M | -23.4% | -40.6% | +17.2% | -19.0% |
| 6M | -24.3% | -57.9% | +33.6% | -17.8% |
| YTD | +23.2% | -6.7% | +29.9% | +25.8% |
| 1Y | +44.2% | +20.2% | +24.1% | +44.6% |
| All | +514.9% | +706.5% | -191.6% | +429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling