-24.9%
GFS vs ARWR
+105.6%
-130.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +6.0% |
| 7D | -7.8% | -2.9% | -4.9% | -7.3% |
| 30D | -19.7% | -5.4% | -14.3% | -18.8% |
| 3M | -23.1% | -32.2% | +9.1% | -17.6% |
| 6M | -46.4% | -26.5% | -19.9% | -43.8% |
| YTD | +11.0% | -12.4% | +23.4% | +11.8% |
| 1Y | +12.6% | +46.9% | -34.2% | +2.2% |
| 3Y | -24.9% | +116.0% | -140.9% | -44.1% |
| All | -24.9% | +105.6% | -130.5% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling