+212.2%
GLD vs ARWR
+921.6%
-709.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.3% | +17.2% | +2.1% |
| 7D | +4.9% | -17.3% | +22.3% | +5.3% |
| 30D | -1.3% | -21.5% | +20.2% | -0.9% |
| 3M | -4.8% | -43.8% | +39.1% | -3.9% |
| 6M | -12.5% | -32.3% | +19.8% | -12.0% |
| YTD | -4.2% | -25.8% | +21.6% | -3.9% |
| 1Y | +3.0% | +25.5% | -22.5% | +2.6% |
| 3Y | +109.1% | +84.1% | +25.0% | +106.2% |
| 5Y | +121.6% | -39.2% | +160.8% | +120.1% |
| 10Y | +212.2% | +1,072.4% | -860.2% | +200.7% |
| All | +212.2% | +921.6% | -709.4% | +200.7% |
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 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