-22.9%
GIS vs ARWR
+12.4%
-35.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -2.2% |
| 7D | -8.1% | -17.9% | +9.9% | -8.6% |
| 30D | +5.3% | -18.9% | +24.2% | +4.6% |
| 3M | -10.5% | -46.0% | +35.4% | -12.6% |
| 6M | +1.8% | -40.3% | +42.2% | +0.1% |
| YTD | -22.9% | -29.0% | +6.0% | -24.3% |
| 1Y | -22.9% | +13.8% | -36.8% | -23.9% |
| All | -22.9% | +12.4% | -35.3% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling