+43.9%
GEV vs ARWR
+195.4%
-151.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -1.9% | -4.3% | +2.4% | -1.4% |
| 30D | -8.7% | -7.3% | -1.4% | -7.8% |
| 3M | +6.6% | +17.0% | -10.4% | +3.9% |
| 6M | +10.2% | +39.8% | -29.6% | +5.6% |
| YTD | +41.6% | +24.7% | +17.0% | +36.9% |
| 1Y | +43.9% | +186.5% | -142.6% | +31.0% |
| All | +43.9% | +195.4% | -151.5% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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