+232.7%
GLW vs ARWR
-34.9%
+267.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.5% |
| 7D | +7.7% | -17.8% | +25.6% | +10.4% |
| 30D | -18.8% | -18.1% | -0.7% | -16.7% |
| 3M | -27.7% | -44.2% | +16.4% | -21.6% |
| 6M | -44.4% | -38.6% | -5.8% | -40.9% |
| YTD | +31.3% | -28.0% | +59.3% | +36.2% |
| 1Y | +40.0% | +16.1% | +23.9% | +35.2% |
| 3Y | +339.2% | +84.0% | +255.3% | +273.3% |
| All | +232.7% | -34.9% | +267.6% | +190.5% |
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