+148.1%
GGLL vs ARWR
+103.1%
+45.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.8% | +2.3% | -3.2% |
| 7D | -1.3% | -5.0% | +3.7% | -0.3% |
| 30D | -36.3% | -6.6% | -29.6% | -35.4% |
| 3M | -42.7% | -33.9% | -8.8% | -38.3% |
| 6M | -53.1% | -23.3% | -29.8% | -51.3% |
| YTD | -32.1% | -13.5% | -18.6% | -31.4% |
| 1Y | -20.1% | +42.5% | -62.6% | -27.5% |
| All | +148.1% | +103.1% | +45.0% | +86.2% |
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 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