-32.0%
GFS vs ARWR
-40.7%
+8.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -15.3% | +20.2% | +8.1% |
| 7D | -3.1% | -17.3% | +14.2% | +0.4% |
| 30D | -16.0% | -21.5% | +5.5% | -12.0% |
| 3M | -24.7% | -43.8% | +19.1% | -15.7% |
| 6M | -45.1% | -32.3% | -12.9% | -41.4% |
| YTD | +16.5% | -25.8% | +42.3% | +21.0% |
| 1Y | +19.3% | +25.5% | -6.2% | +9.5% |
| 3Y | -20.0% | +84.1% | -104.1% | -39.5% |
| 5Y | -32.0% | -39.2% | +7.2% | -38.4% |
| All | -32.0% | -40.7% | +8.7% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling