Risk and Return Analysis	Portfolio	S&P 500
Daily Arithmetic Mean	0.061%	0.117%
Daily Geometric Mean	0.059%	0.113%
Standard Deviation of Daily Returns	0.545%	0.971%
Variance of Daily Returns	0.003%	0.009%
Annual Arithmetic Mean	22.27%	42.87%
Annual Geometric Mean	21.54%	41.16%
Standard Deviation of Annual Returns	198.79%	354.40%
Variance of Annual Returns	1.08%	3.44%
Beta	0.56	1.00
Sharpe	7.43	4.23
Treynor	0.07	0.04
Jensen's Alpha	0.017	0.018
Coefficient of Variance	8.98	8.27
Risk Free Return (10-year T-Bill) U.S. Dept. of Treasury 1.2%

Comment on the relationship between the two series for standard deviation, coefficient of variance, arithmetic mean, geometric mean, Sharpe ratio, Treynor ratio, and Jenson's Alpha