+514.9%
GEV vs ARWR
+69.4%
+445.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | +3.7% | -17.8% | +21.6% | +6.1% |
| 30D | -14.7% | -18.1% | +3.5% | -12.7% |
| 3M | -23.4% | -44.2% | +20.8% | -17.3% |
| 6M | -24.3% | -38.6% | +14.3% | -20.0% |
| YTD | +23.2% | -28.0% | +51.2% | +26.6% |
| 1Y | +44.2% | +16.1% | +28.1% | +36.6% |
| All | +514.9% | +69.4% | +445.5% | +390.1% |
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