-21.3%
GFS vs ARWR
-10.9%
-10.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.8% | -3.1% | -8.4% |
| 7D | -20.7% | -5.0% | -15.7% | -19.8% |
| 30D | -25.2% | -6.6% | -18.6% | -24.1% |
| 3M | -26.3% | -33.9% | +7.6% | -19.7% |
| 6M | -50.7% | -23.3% | -27.4% | -48.5% |
| YTD | +4.5% | -13.5% | +18.0% | +5.6% |
| 1Y | +2.5% | +42.5% | -40.1% | -8.3% |
| 3Y | -30.9% | +104.1% | -135.1% | -49.0% |
| 5Y | -42.6% | -28.8% | -13.8% | -46.4% |
| All | -21.3% | -10.9% | -10.4% | -30.2% |
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