-2.4%
GLD vs ARWR
+20.0%
-22.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +2.8% | -17.7% | +20.5% | +4.1% |
| 30D | -4.0% | -21.9% | +18.0% | -2.4% |
| 3M | -8.2% | -44.5% | +36.3% | -4.3% |
| 6M | -14.8% | -32.6% | +17.7% | -12.6% |
| YTD | -6.8% | -26.2% | +19.4% | -5.4% |
| 1Y | -2.4% | +23.0% | -25.3% | -1.8% |
| All | -2.4% | +20.0% | -22.3% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling