+23.8%
GH vs ARWR
+29.5%
-5.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.2% |
| 7D | -2.1% | +2.9% | -5.0% | -3.1% |
| 30D | -4.5% | -2.9% | -1.6% | -3.5% |
| 3M | +28.9% | +15.2% | +13.7% | +20.5% |
| 6M | +76.5% | +42.3% | +34.2% | +52.0% |
| YTD | +57.6% | +28.2% | +29.4% | +40.5% |
| 1Y | +167.5% | +213.2% | -45.7% | +65.6% |
| 3Y | +377.4% | +184.6% | +192.8% | +157.2% |
| 5Y | +23.8% | +29.2% | -5.4% | -9.5% |
| All | +23.8% | +29.5% | -5.7% | -9.5% |
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