+643.2%
GEV vs ARM
+101.2%
+542.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +1.8% |
| 7D | +8.1% | +11.4% | -3.3% | +4.0% |
| 30D | -1.9% | -7.4% | +5.5% | +0.7% |
| 3M | +4.1% | -24.5% | +28.6% | +13.1% |
| 6M | +23.2% | +128.7% | -105.4% | -16.7% |
| YTD | +48.9% | +139.3% | -90.4% | -1.8% |
| 1Y | +62.2% | +88.0% | -25.8% | +17.4% |
| All | +643.2% | +101.2% | +542.0% | +406.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling