-17.3%
GIS vs ARWR
+1,024.2%
-1,041.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.4% |
| 7D | -3.4% | -17.8% | +14.5% | -3.2% |
| 30D | +6.9% | -18.1% | +25.0% | +7.1% |
| 3M | -10.1% | -44.2% | +34.1% | -9.6% |
| 6M | +5.9% | -38.6% | +44.5% | +6.3% |
| YTD | -21.1% | -28.0% | +6.9% | -21.0% |
| 1Y | -22.5% | +16.1% | -38.6% | -22.9% |
| 3Y | -39.0% | +84.0% | -123.0% | -40.2% |
| 5Y | -33.3% | -35.4% | +2.0% | -34.2% |
| All | -17.3% | +1,024.2% | -1,041.5% | -22.6% |
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