+518.8%
GEV vs ARWR
+75.0%
+443.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | -3.0% | -19.9% | +17.0% | -0.2% |
| 30D | -18.9% | -18.7% | -0.1% | -16.8% |
| 3M | -20.1% | -44.7% | +24.6% | -13.5% |
| 6M | -24.6% | -36.5% | +11.9% | -20.6% |
| YTD | +24.0% | -25.7% | +49.6% | +26.9% |
| 1Y | +40.6% | +18.9% | +21.7% | +32.8% |
| All | +518.8% | +75.0% | +443.8% | +391.2% |
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