+208.4%
GLD vs ARWR
+1,055.7%
-847.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +2.8% | -17.7% | +20.5% | +3.1% |
| 30D | -4.0% | -21.9% | +18.0% | -3.6% |
| 3M | -8.2% | -44.5% | +36.3% | -7.4% |
| 6M | -14.8% | -32.6% | +17.7% | -14.3% |
| YTD | -6.8% | -26.2% | +19.4% | -6.4% |
| 1Y | -2.4% | +23.0% | -25.3% | -2.8% |
| 3Y | +105.8% | +81.8% | +24.0% | +102.9% |
| 5Y | +113.3% | -36.0% | +149.3% | +111.8% |
| 10Y | +208.4% | +1,039.5% | -831.1% | +197.1% |
| All | +208.4% | +1,055.7% | -847.2% | +197.1% |
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 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