-16.4%
GFS vs ARWR
-9.8%
-6.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +6.0% |
| 7D | -7.8% | -2.9% | -4.9% | -7.2% |
| 30D | -19.7% | -5.4% | -14.3% | -18.7% |
| 3M | -23.1% | -32.2% | +9.1% | -16.7% |
| 6M | -46.4% | -26.5% | -19.9% | -43.4% |
| YTD | +11.0% | -12.4% | +23.4% | +11.9% |
| 1Y | +12.6% | +46.9% | -34.2% | +0.2% |
| 3Y | -24.9% | +116.0% | -140.9% | -45.3% |
| 5Y | -39.1% | -28.0% | -11.1% | -43.2% |
| All | -16.4% | -9.8% | -6.6% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling