+514.9%
GEV vs ARM
+46.6%
+468.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.8% | -0.2% |
| 7D | +3.7% | +9.1% | -5.4% | +0.3% |
| 30D | -14.7% | -19.9% | +5.3% | -8.1% |
| 3M | -23.4% | -31.6% | +8.2% | -14.1% |
| 6M | -24.3% | -13.9% | -10.5% | -25.6% |
| YTD | +23.2% | +74.3% | -51.1% | -10.9% |
| 1Y | +44.2% | +35.8% | +8.4% | +15.7% |
| All | +514.9% | +46.6% | +468.3% | +359.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling