+121.8%
GLDM vs ARWR
-28.9%
+150.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | -4.3% | -32.2% | +27.9% | -3.3% |
| 6M | -13.4% | -26.5% | +13.1% | -12.8% |
| YTD | -5.8% | -12.4% | +6.6% | -5.6% |
| 1Y | +2.1% | +46.9% | -44.8% | +1.2% |
| 3Y | +105.0% | +116.0% | -10.9% | +101.3% |
| All | +121.8% | -28.9% | +150.7% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling