+124.3%
GLDM vs ARWR
-29.8%
+154.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | +1.0% |
| 7D | +1.9% | -5.0% | +6.9% | +2.0% |
| 30D | -1.7% | -6.6% | +4.9% | -1.5% |
| 3M | -3.5% | -33.9% | +30.4% | -2.5% |
| 6M | -10.1% | -23.3% | +13.3% | -9.5% |
| YTD | -5.0% | -13.5% | +8.4% | -4.8% |
| 1Y | +2.8% | +42.5% | -39.8% | +2.0% |
| 3Y | +105.1% | +104.1% | +1.0% | +101.5% |
| 5Y | +124.3% | -28.8% | +153.1% | +116.5% |
| All | +124.3% | -29.8% | +154.1% | +116.5% |
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 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