-10.3%
GFS vs ARWR
-25.9%
+15.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.0% |
| 7D | +7.4% | -17.8% | +25.2% | +11.4% |
| 30D | -15.3% | -18.1% | +2.9% | -12.0% |
| 3M | -21.1% | -44.2% | +23.1% | -11.3% |
| 6M | -44.5% | -38.6% | -5.8% | -39.3% |
| YTD | +19.2% | -28.0% | +47.3% | +24.7% |
| 1Y | +27.2% | +16.1% | +11.1% | +18.4% |
| 3Y | -20.1% | +84.0% | -104.1% | -40.3% |
| 5Y | -25.6% | -35.4% | +9.8% | -29.6% |
| All | -10.3% | -25.9% | +15.7% | -17.6% |
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