-2.4%
GFS vs ARWR
+33.8%
-36.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.0% | +1.7% | -0.7% | +0.6% |
| 30D | -8.6% | -0.7% | -7.9% | -8.5% |
| 3M | -46.5% | +14.9% | -61.4% | -48.4% |
| 6M | -4.8% | +32.6% | -37.5% | -11.6% |
| YTD | +29.7% | +30.0% | -0.4% | +20.4% |
| 1Y | +35.8% | +208.4% | -172.5% | +2.8% |
| 3Y | -18.3% | +208.8% | -227.1% | -44.9% |
| All | -2.4% | +33.8% | -36.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling