+542.4%
GLW vs ARWR
+921.6%
-379.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -15.3% | +24.6% | +11.1% |
| 7D | -5.9% | -17.3% | +11.5% | -4.0% |
| 30D | -26.0% | -21.5% | -4.5% | -24.0% |
| 3M | -29.9% | -43.8% | +13.9% | -25.2% |
| 6M | -37.8% | -32.3% | -5.5% | -35.3% |
| YTD | +33.1% | -25.8% | +59.0% | +36.6% |
| 1Y | +36.8% | +25.5% | +11.3% | +31.5% |
| 3Y | +356.1% | +84.1% | +271.9% | +300.4% |
| 5Y | +243.8% | -39.2% | +283.0% | +226.8% |
| 10Y | +542.4% | +1,072.4% | -530.0% | +368.7% |
| All | +542.4% | +921.6% | -379.2% | +368.7% |
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 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