+6,152.4%
GD vs ARWR
-97.9%
+6,250.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.1% | -2.6% |
| 7D | +3.0% | +2.4% | +0.6% | +3.0% |
| 30D | +10.5% | -1.1% | +11.6% | +10.5% |
| 3M | -5.0% | -31.2% | +26.2% | -4.8% |
| 6M | +5.5% | -19.3% | +24.8% | +5.6% |
| YTD | +10.3% | -7.1% | +17.5% | +10.3% |
| 1Y | +8.2% | +62.9% | -54.7% | +7.9% |
| 3Y | +59.0% | +119.0% | -60.0% | +58.2% |
| 5Y | +104.3% | -24.4% | +128.7% | +103.7% |
| 10Y | +202.4% | +985.4% | -782.9% | +198.0% |
| All | +6,152.4% | -97.9% | +6,250.3% | +6,195.6% |
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 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