+204.7%
GLDM vs ARWR
+256.3%
-51.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -4.6% | -17.8% | +13.2% | -4.3% |
| 30D | -5.5% | -18.1% | +12.7% | -5.1% |
| 3M | -10.9% | -44.2% | +33.3% | -9.8% |
| 6M | -17.3% | -38.6% | +21.3% | -16.6% |
| YTD | -10.2% | -28.0% | +17.9% | -9.7% |
| 1Y | -6.9% | +16.1% | -23.1% | -7.2% |
| 3Y | +98.7% | +84.0% | +14.7% | +95.6% |
| 5Y | +106.7% | -35.4% | +142.1% | +105.2% |
| All | +204.7% | +256.3% | -51.6% | +199.5% |
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