+57.7%
GEV vs ARM
+92.2%
-34.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.2% |
| 7D | +3.3% | +5.5% | -2.2% | +1.5% |
| 30D | -7.5% | -8.2% | +0.7% | -5.2% |
| 3M | -2.2% | -35.9% | +33.8% | +10.0% |
| 6M | +12.1% | +103.1% | -91.0% | -19.4% |
| YTD | +44.4% | +130.6% | -86.2% | -2.3% |
| 1Y | +57.7% | +86.1% | -28.4% | +18.9% |
| All | +57.7% | +92.2% | -34.6% | +18.9% |
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