+761.4%
GIS vs ARWR
-97.0%
+858.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -7.8% | +1.7% | -9.5% | -7.8% |
| 30D | +6.6% | -0.7% | +7.2% | +6.6% |
| 3M | +21.0% | +14.9% | +6.1% | +21.0% |
| 6M | -9.1% | +32.6% | -41.7% | -9.1% |
| YTD | -13.6% | +30.0% | -43.7% | -13.6% |
| 1Y | -18.0% | +208.4% | -226.4% | -18.0% |
| 3Y | -33.7% | +208.8% | -242.5% | -33.7% |
| 5Y | -19.4% | +27.8% | -47.3% | -19.5% |
| 10Y | -21.3% | +1,107.6% | -1,128.8% | -21.2% |
| All | +761.4% | -97.0% | +858.5% | +833.1% |
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