+17.7%
GFS vs ARWR
+59.7%
-42.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.6% | -9.5% | -6.6% |
| 7D | -12.5% | +2.4% | -14.9% | -12.9% |
| 30D | -16.9% | -1.1% | -15.8% | -16.8% |
| 3M | -22.3% | -31.2% | +8.9% | -16.9% |
| 6M | -40.2% | -19.3% | -20.9% | -38.4% |
| YTD | +16.0% | -7.1% | +23.1% | +14.4% |
| 1Y | +17.7% | +62.9% | -45.2% | +6.0% |
| All | +17.7% | +59.7% | -42.1% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling