-16.8%
GIS vs ARWR
+978.7%
-995.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.6% |
| 7D | -8.6% | -3.2% | -5.4% | -8.6% |
| 30D | -0.5% | -6.5% | +6.0% | -0.4% |
| 3M | +11.9% | +12.7% | -0.8% | +11.7% |
| 6M | -11.6% | +36.2% | -47.8% | -12.0% |
| YTD | -16.3% | +24.5% | -40.8% | -16.7% |
| 1Y | -21.8% | +198.0% | -219.7% | -23.1% |
| 3Y | -35.7% | +176.4% | -212.0% | -37.2% |
| 5Y | -22.9% | +26.6% | -49.4% | -24.5% |
| 10Y | -16.8% | +1,054.1% | -1,070.9% | -22.8% |
| All | -16.8% | +978.7% | -995.5% | -22.8% |
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