+6,028.8%
GD vs ARWR
-97.0%
+6,125.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -5.3% | +1.7% | -6.9% | -5.3% |
| 30D | -6.4% | -0.7% | -5.8% | -6.4% |
| 3M | +5.7% | +14.9% | -9.2% | +5.6% |
| 6M | -0.9% | +32.6% | -33.6% | -1.1% |
| YTD | +8.2% | +30.0% | -21.9% | +8.0% |
| 1Y | +13.4% | +208.4% | -194.9% | +12.9% |
| 3Y | +68.5% | +208.8% | -140.3% | +67.4% |
| 5Y | +97.2% | +27.8% | +69.3% | +96.2% |
| 10Y | +190.2% | +1,107.6% | -917.4% | +185.7% |
| All | +6,028.8% | -97.0% | +6,125.9% | +6,063.5% |
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