+114.0%
GAP vs ARWR
+197.7%
-83.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.5% | +1.7% | -6.2% | -4.7% |
| 30D | +9.0% | -0.7% | +9.7% | +9.0% |
| 3M | +5.0% | +14.9% | -9.9% | +1.5% |
| 6M | -17.8% | +32.6% | -50.4% | -23.1% |
| YTD | -10.4% | +30.0% | -40.4% | -16.0% |
| 1Y | -3.4% | +208.4% | -211.7% | -24.5% |
| All | +114.0% | +197.7% | -83.7% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling