+23.6%
GFS vs ARWR
+25.1%
-1.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.4% |
| 7D | +6.2% | -19.9% | +26.2% | +10.2% |
| 30D | -11.4% | -18.7% | +7.4% | -8.3% |
| 3M | -15.5% | -44.7% | +29.2% | -6.5% |
| 6M | -42.6% | -36.5% | -6.1% | -38.4% |
| YTD | +23.2% | -25.7% | +48.8% | +26.2% |
| 1Y | +23.6% | +18.9% | +4.6% | +20.4% |
| All | +23.6% | +25.1% | -1.5% | +20.4% |
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 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