+195.8%
GGLL vs ARWR
+31.6%
+164.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -15.3% | +17.8% | +5.4% |
| 7D | +6.3% | -17.3% | +23.7% | +9.9% |
| 30D | -35.1% | -21.5% | -13.6% | -32.3% |
| 3M | -37.7% | -43.8% | +6.1% | -31.0% |
| 6M | -54.1% | -32.3% | -21.8% | -51.3% |
| YTD | -29.4% | -25.8% | -3.6% | -26.9% |
| 1Y | -13.4% | +25.5% | -38.9% | -19.9% |
| 3Y | +158.3% | +84.1% | +74.2% | +100.3% |
| All | +195.8% | +31.6% | +164.2% | +143.4% |
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