+36.6%
GH vs ARWR
-28.9%
+65.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | -15.6% | -2.9% | -12.7% | -14.7% |
| 30D | -10.4% | -5.4% | -5.0% | -8.6% |
| 3M | -4.3% | -32.2% | +28.0% | +8.7% |
| 6M | +63.5% | -26.5% | +90.1% | +76.9% |
| YTD | +47.7% | -12.4% | +60.1% | +48.8% |
| 1Y | +56.7% | +46.9% | +9.9% | +26.9% |
| 3Y | +443.9% | +116.0% | +327.9% | +211.1% |
| All | +36.6% | -28.9% | +65.5% | +24.4% |
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