-7.7%
GAP vs ARWR
+25.1%
-32.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -9.3% | -19.9% | +10.6% | -6.5% |
| 30D | -5.5% | -18.7% | +13.2% | -2.8% |
| 3M | +3.5% | -44.7% | +48.2% | +12.6% |
| 6M | +0.7% | -36.5% | +37.2% | +6.3% |
| YTD | -13.4% | -25.7% | +12.3% | -12.1% |
| 1Y | -7.7% | +18.9% | -26.6% | -12.1% |
| All | -7.7% | +25.1% | -32.8% | -12.1% |
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 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