+52.4%
GEV vs ARM
+18.4%
+34.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -7.7% |
| 7D | -5.1% | -18.7% | +13.5% | +0.9% |
| 30D | -15.8% | -36.7% | +20.9% | -3.9% |
| 3M | -18.2% | -31.6% | +13.5% | -9.7% |
| 6M | -22.4% | -5.6% | -16.7% | -24.8% |
| YTD | +27.7% | +75.5% | -47.7% | -5.1% |
| 1Y | +52.4% | +19.3% | +33.0% | +57.0% |
| All | +52.4% | +18.4% | +34.0% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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