+248.5%
GLDM vs ARWR
+543.8%
-295.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | +4.4% | -0.7% | +5.1% | +4.4% |
| 3M | -1.1% | +14.9% | -15.9% | -1.4% |
| 6M | -13.7% | +32.6% | -46.3% | -14.2% |
| YTD | +2.8% | +30.0% | -27.3% | +2.1% |
| 1Y | +24.8% | +208.4% | -183.5% | +22.3% |
| 3Y | +127.8% | +208.8% | -81.0% | +121.9% |
| 5Y | +141.1% | +27.8% | +113.3% | +136.2% |
| All | +248.5% | +543.8% | -295.4% | +238.7% |
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