+816.6%
GLD vs ARWR
+267.4%
+549.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | +1.7% | -2.2% | -0.5% |
| 30D | +4.4% | -0.7% | +5.1% | +4.4% |
| 3M | -1.1% | +14.9% | -16.0% | -1.1% |
| 6M | -13.8% | +32.6% | -46.4% | -13.8% |
| YTD | +2.6% | +30.0% | -27.4% | +2.6% |
| 1Y | +24.5% | +208.4% | -183.8% | +24.3% |
| 3Y | +125.8% | +208.8% | -83.0% | +125.5% |
| 5Y | +137.8% | +27.8% | +110.0% | +137.2% |
| 10Y | +221.4% | +1,107.6% | -886.2% | +225.5% |
| All | +816.6% | +267.4% | +549.2% | +874.0% |
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