+7.1%
GAP vs ARWR
-28.9%
+36.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.4% | -4.4% |
| 7D | -3.8% | -2.9% | -0.9% | -3.2% |
| 30D | -9.0% | -5.4% | -3.6% | -8.0% |
| 3M | +5.5% | -32.2% | +37.7% | +13.3% |
| 6M | -11.1% | -26.5% | +15.4% | -6.9% |
| YTD | -13.6% | -12.4% | -1.2% | -13.1% |
| 1Y | -2.9% | +46.9% | -49.7% | -13.1% |
| 3Y | +69.6% | +116.0% | -46.4% | +26.8% |
| All | +7.1% | -28.9% | +36.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling