+746.1%
GLD vs ARWR
+144.5%
+601.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | +0.8% |
| 7D | +1.9% | -5.0% | +6.9% | +1.9% |
| 30D | -1.8% | -6.6% | +4.9% | -1.8% |
| 3M | -3.6% | -33.9% | +30.3% | -3.5% |
| 6M | -10.2% | -23.3% | +13.1% | -10.2% |
| YTD | -5.3% | -13.5% | +8.2% | -5.2% |
| 1Y | +2.5% | +42.5% | -40.1% | +2.4% |
| 3Y | +103.2% | +104.1% | -0.9% | +103.1% |
| 5Y | +121.1% | -28.8% | +149.9% | +120.7% |
| 10Y | +201.9% | +911.6% | -709.8% | +206.4% |
| All | +746.1% | +144.5% | +601.6% | +800.0% |
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