+14.6%
GAP vs ARWR
+921.6%
-907.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.3% | +18.8% | +5.9% |
| 7D | 0.0% | -17.3% | +17.4% | +2.8% |
| 30D | -4.3% | -21.5% | +17.2% | -1.0% |
| 3M | +9.4% | -43.8% | +53.2% | +18.9% |
| 6M | -3.3% | -32.3% | +29.0% | +1.3% |
| YTD | -10.5% | -25.8% | +15.3% | -8.0% |
| 1Y | -2.4% | +25.5% | -27.9% | -8.2% |
| 3Y | +80.1% | +84.1% | -4.0% | +49.9% |
| 5Y | +6.5% | -39.2% | +45.7% | -1.0% |
| 10Y | +14.6% | +1,072.4% | -1,057.8% | -21.2% |
| All | +14.6% | +921.6% | -907.0% | -21.2% |
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 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