+2,422.0%
GLW vs ARWR
-98.0%
+2,520.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.6% |
| 7D | -13.9% | -2.9% | -11.0% | -13.9% |
| 30D | -35.0% | -5.4% | -29.6% | -35.0% |
| 3M | -32.4% | -32.2% | -0.1% | -32.2% |
| 6M | -41.3% | -26.5% | -14.8% | -41.2% |
| YTD | +21.8% | -12.4% | +34.2% | +21.9% |
| 1Y | +21.8% | +46.9% | -25.0% | +21.5% |
| 3Y | +307.7% | +116.0% | +191.7% | +304.8% |
| 5Y | +213.7% | -28.0% | +241.7% | +212.7% |
| 10Y | +509.3% | +923.9% | -414.7% | +498.5% |
| All | +2,422.0% | -98.0% | +2,520.0% | +2,242.9% |
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