+502.4%
GFI vs ARWR
+29.9%
+472.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -4.9% | -4.0% | -0.8% | -4.5% |
| 30D | +10.7% | -5.0% | +15.8% | +11.2% |
| 3M | +25.6% | +11.3% | +14.3% | +24.3% |
| 6M | -8.3% | +42.6% | -50.9% | -10.7% |
| YTD | +6.3% | +24.8% | -18.5% | +4.1% |
| 1Y | +22.1% | +178.8% | -156.7% | +13.9% |
| 3Y | +289.2% | +183.3% | +105.8% | +254.9% |
| All | +502.4% | +29.9% | +472.5% | +419.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling