+739.4%
GLD vs ARWR
+147.5%
+591.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | +4.7% | -2.9% | +7.6% | +4.7% |
| 30D | -0.9% | -5.4% | +4.5% | -0.9% |
| 3M | -4.4% | -32.2% | +27.8% | -4.3% |
| 6M | -13.6% | -26.5% | +12.9% | -13.5% |
| YTD | -6.0% | -12.4% | +6.4% | -6.0% |
| 1Y | +1.8% | +46.9% | -45.1% | +1.7% |
| 3Y | +103.2% | +116.0% | -12.8% | +103.1% |
| 5Y | +119.3% | -28.0% | +147.3% | +119.0% |
| 10Y | +199.5% | +923.9% | -724.5% | +204.0% |
| All | +739.4% | +147.5% | +591.9% | +792.9% |
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 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