-4.4%
GAP vs ARWR
+200.0%
-204.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.8% |
| 6M | -2.3% | +42.3% | -44.6% | -9.3% |
| YTD | -10.6% | +28.2% | -38.8% | -15.6% |
| 1Y | -4.4% | +213.2% | -217.7% | -21.0% |
| All | -4.4% | +200.0% | -204.4% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling