+620.7%
GEV vs ARWR
+206.1%
+414.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | -7.5% | -0.7% | -6.8% | -7.4% |
| 3M | -2.2% | +14.9% | -17.0% | -4.8% |
| 6M | +12.1% | +32.6% | -20.5% | +6.5% |
| YTD | +44.4% | +30.0% | +14.3% | +37.2% |
| 1Y | +57.7% | +208.4% | -150.7% | +29.0% |
| All | +620.7% | +206.1% | +414.6% | +431.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling