+731.2%
GFI vs ARWR
-97.0%
+828.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +3.1% | +1.7% | +1.4% | +3.1% |
| 30D | +27.1% | -0.7% | +27.8% | +27.1% |
| 3M | +21.2% | +14.9% | +6.3% | +21.2% |
| 6M | -4.5% | +32.6% | -37.1% | -4.5% |
| YTD | +11.7% | +30.0% | -18.3% | +11.7% |
| 1Y | +46.0% | +208.4% | -162.3% | +46.0% |
| 3Y | +309.6% | +208.8% | +100.8% | +309.3% |
| 5Y | +506.0% | +27.8% | +478.2% | +505.6% |
| 10Y | +1,009.2% | +1,107.6% | -98.3% | +1,011.1% |
| All | +731.2% | -97.0% | +828.3% | +833.2% |
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