+33.7%
GAP vs ARWR
+1,075.6%
-1,041.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +1.7% | +2.9% | -1.1% | +1.3% |
| 30D | +9.3% | -2.9% | +12.2% | +9.7% |
| 3M | +6.1% | +15.2% | -9.1% | +3.1% |
| 6M | -2.3% | +42.3% | -44.6% | -8.4% |
| YTD | -10.6% | +28.2% | -38.8% | -14.9% |
| 1Y | -4.4% | +213.2% | -217.7% | -21.4% |
| 3Y | +118.3% | +184.6% | -66.3% | +71.8% |
| 5Y | +12.2% | +29.2% | -17.0% | -5.8% |
| 10Y | +33.7% | +1,012.5% | -978.8% | -9.5% |
| All | +33.7% | +1,075.6% | -1,041.8% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling