+368.5%
GH vs ARWR
+193.0%
+175.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | -15.6% | -2.9% | -12.7% | -14.8% |
| 30D | -10.4% | -5.4% | -5.0% | -8.7% |
| 3M | -4.3% | -32.2% | +28.0% | +7.9% |
| 6M | +63.5% | -26.5% | +90.1% | +76.3% |
| YTD | +47.7% | -12.4% | +60.1% | +49.1% |
| 1Y | +56.7% | +46.9% | +9.9% | +29.6% |
| 3Y | +443.9% | +116.0% | +327.9% | +237.1% |
| 5Y | +36.9% | -28.0% | +64.9% | +19.4% |
| All | +368.5% | +193.0% | +175.5% | +90.0% |
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 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