+639.1%
GAP vs ARWR
-97.0%
+736.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.5% | +1.7% | -6.2% | -4.5% |
| 30D | +9.0% | -0.7% | +9.7% | +9.0% |
| 3M | +5.0% | +14.9% | -9.9% | +4.9% |
| 6M | -17.8% | +32.6% | -50.4% | -18.0% |
| YTD | -10.4% | +30.0% | -40.4% | -10.6% |
| 1Y | -3.4% | +208.4% | -211.7% | -4.3% |
| 3Y | +111.5% | +208.8% | -97.3% | +109.1% |
| 5Y | +8.8% | +27.8% | -19.0% | +8.0% |
| 10Y | +32.9% | +1,107.6% | -1,074.7% | +30.1% |
| All | +639.1% | -97.0% | +736.1% | +783.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling