+53.9%
GD vs ARWR
+105.6%
-51.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.7% |
| 7D | -5.0% | -2.9% | -2.1% | -4.8% |
| 30D | +8.9% | -5.4% | +14.3% | +9.2% |
| 3M | -8.0% | -32.2% | +24.2% | -6.3% |
| 6M | +2.9% | -26.5% | +29.4% | +4.1% |
| YTD | +7.1% | -12.4% | +19.5% | +7.1% |
| 1Y | +5.9% | +46.9% | -40.9% | +2.9% |
| 3Y | +53.9% | +116.0% | -62.1% | +40.4% |
| All | +53.9% | +105.6% | -51.7% | +40.4% |
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