+643.2%
GEV vs ARWR
+201.7%
+441.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.3% |
| 7D | +8.1% | +2.9% | +5.2% | +7.6% |
| 30D | -1.9% | -2.9% | +1.0% | -1.5% |
| 3M | +4.1% | +15.2% | -11.2% | +1.2% |
| 6M | +23.2% | +42.3% | -19.1% | +15.9% |
| YTD | +48.9% | +28.2% | +20.7% | +41.8% |
| 1Y | +62.2% | +213.2% | -151.1% | +32.4% |
| All | +643.2% | +201.7% | +441.5% | +449.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling