+211.8%
GLD vs ARWR
+1,021.8%
-810.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.1% |
| 7D | -2.0% | -19.9% | +18.0% | -1.6% |
| 30D | -4.4% | -18.7% | +14.3% | -4.1% |
| 3M | -8.9% | -44.7% | +35.8% | -8.0% |
| 6M | -16.0% | -36.5% | +20.5% | -15.4% |
| YTD | -7.9% | -25.7% | +17.8% | -7.5% |
| 1Y | -3.9% | +18.9% | -22.8% | -4.2% |
| 3Y | +103.4% | +83.1% | +20.3% | +100.6% |
| 5Y | +109.7% | -34.9% | +144.6% | +108.1% |
| 10Y | +211.8% | +1,080.9% | -869.0% | +200.9% |
| All | +211.8% | +1,021.8% | -810.0% | +200.9% |
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 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