+493.9%
GLW vs ARWR
+906.2%
-412.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.5% |
| 7D | -13.9% | -2.9% | -11.0% | -13.6% |
| 30D | -35.0% | -5.4% | -29.6% | -34.5% |
| 3M | -32.4% | -32.2% | -0.1% | -29.2% |
| 6M | -41.3% | -26.5% | -14.8% | -39.5% |
| YTD | +21.8% | -12.4% | +34.2% | +23.0% |
| 1Y | +21.8% | +46.9% | -25.0% | +15.4% |
| 3Y | +307.7% | +116.0% | +191.7% | +253.4% |
| 5Y | +213.7% | -28.0% | +241.7% | +193.4% |
| All | +493.9% | +906.2% | -412.4% | +333.4% |
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 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