+668.4%
GIS vs ARWR
-98.4%
+766.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -2.0% |
| 7D | -8.1% | -17.9% | +9.9% | -8.1% |
| 30D | +5.3% | -18.9% | +24.2% | +5.3% |
| 3M | -10.5% | -46.0% | +35.4% | -10.5% |
| 6M | +1.8% | -40.3% | +42.2% | +1.8% |
| YTD | -22.9% | -29.0% | +6.0% | -22.9% |
| 1Y | -22.9% | +13.8% | -36.8% | -22.9% |
| 3Y | -40.5% | +74.9% | -115.4% | -40.5% |
| 5Y | -34.9% | -36.2% | +1.3% | -34.9% |
| 10Y | -19.0% | +1,028.0% | -1,047.0% | -18.9% |
| All | +668.4% | -98.4% | +766.8% | +732.4% |
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