-22.8%
GIS vs ARWR
+29.5%
-52.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.6% |
| 7D | -8.3% | +2.9% | -11.1% | -8.3% |
| 30D | +2.2% | -2.9% | +5.1% | +2.2% |
| 3M | +15.7% | +15.2% | +0.5% | +15.4% |
| 6M | -12.0% | +42.3% | -54.2% | -12.5% |
| YTD | -15.0% | +28.2% | -43.2% | -15.4% |
| 1Y | -20.1% | +213.2% | -233.4% | -22.0% |
| 3Y | -34.6% | +184.6% | -219.3% | -36.9% |
| 5Y | -22.8% | +29.2% | -52.1% | -26.7% |
| All | -22.8% | +29.5% | -52.4% | -26.7% |
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