+371.1%
GH vs ARWR
+140.7%
+230.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.5% |
| 7D | +0.6% | -17.8% | +18.4% | +6.3% |
| 30D | -6.9% | -18.1% | +11.2% | -1.4% |
| 3M | -4.9% | -44.2% | +39.3% | +13.2% |
| 6M | +54.1% | -38.6% | +92.7% | +75.1% |
| YTD | +48.5% | -28.0% | +76.6% | +58.6% |
| 1Y | +61.2% | +16.1% | +45.0% | +42.8% |
| 3Y | +570.3% | +84.0% | +486.4% | +333.5% |
| 5Y | +46.1% | -35.4% | +81.5% | +31.2% |
| All | +371.1% | +140.7% | +230.4% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling