+328.7%
GGLL vs ARWR
+130.7%
+197.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -4.8% | +1.7% | -6.5% | -5.1% |
| 30D | -13.7% | -0.7% | -13.0% | -13.7% |
| 3M | -21.9% | +14.9% | -36.7% | -24.5% |
| 6M | +11.7% | +32.6% | -21.0% | +4.8% |
| YTD | +2.3% | +30.0% | -27.8% | -4.1% |
| 1Y | +76.2% | +208.4% | -132.2% | +38.0% |
| 3Y | +245.0% | +208.8% | +36.2% | +143.4% |
| All | +328.7% | +130.7% | +197.9% | +219.1% |
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