+620.7%
GEV vs ALM
+1,623.8%
-1,003.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +3.3% | -2.6% | +5.9% | +3.6% |
| 30D | -7.5% | +32.0% | -39.5% | -10.6% |
| 3M | -2.2% | -15.0% | +12.9% | -1.8% |
| 6M | +12.1% | -10.1% | +22.2% | +11.3% |
| YTD | +44.4% | +99.4% | -55.0% | +35.5% |
| 1Y | +57.7% | +316.4% | -258.7% | +42.4% |
| All | +620.7% | +1,623.8% | -1,003.1% | +470.0% |
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