+219.3%
GLDM vs ARWR
+359.7%
-140.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.6% |
| 7D | -0.3% | +2.4% | -2.7% | -0.3% |
| 30D | -1.9% | -1.1% | -0.7% | -1.8% |
| 3M | -0.4% | -31.2% | +30.8% | +0.3% |
| 6M | -10.1% | -19.3% | +9.2% | -9.8% |
| YTD | -5.8% | -7.1% | +1.3% | -5.8% |
| 1Y | +3.1% | +62.9% | -59.8% | +2.1% |
| 3Y | +103.4% | +119.0% | -15.6% | +99.5% |
| 5Y | +125.5% | -24.4% | +149.9% | +123.0% |
| All | +219.3% | +359.7% | -140.5% | +212.4% |
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