+15.5%
GEHC vs ARWR
+167.0%
-151.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -4.0% | +1.7% | -5.7% | -4.2% |
| 30D | -2.0% | -0.7% | -1.3% | -1.9% |
| 3M | +8.0% | +14.9% | -6.9% | +5.7% |
| 6M | -12.8% | +32.6% | -45.4% | -16.5% |
| YTD | -15.9% | +30.0% | -46.0% | -19.5% |
| 1Y | -6.9% | +208.4% | -215.3% | -20.8% |
| 3Y | 0.0% | +208.8% | -208.8% | -21.2% |
| All | +15.5% | +167.0% | -151.5% | -10.1% |
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