+4,263.8%
GEN vs ARWR
-97.0%
+4,360.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.2% | +1.7% | -2.9% | -1.2% |
| 30D | +10.1% | -0.7% | +10.8% | +10.1% |
| 3M | +16.1% | +14.9% | +1.2% | +16.1% |
| 6M | +38.9% | +32.6% | +6.2% | +38.8% |
| YTD | +14.4% | +30.0% | -15.6% | +14.4% |
| 1Y | +5.9% | +208.4% | -202.5% | +5.7% |
| 3Y | +58.8% | +208.8% | -150.0% | +58.5% |
| 5Y | +24.7% | +27.8% | -3.2% | +24.5% |
| 10Y | +163.1% | +1,107.6% | -944.5% | +163.4% |
| All | +4,263.8% | -97.0% | +4,360.9% | +6,754.9% |
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