+0.9%
GAP vs ARWR
-38.7%
+39.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.9% |
| 7D | -5.2% | -17.9% | +12.8% | -3.7% |
| 30D | -6.9% | -18.9% | +12.0% | -5.1% |
| 3M | +5.7% | -46.0% | +51.7% | +10.8% |
| 6M | +0.9% | -40.3% | +41.3% | +4.3% |
| All | +0.9% | -38.7% | +39.6% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling