+39.4%
GM vs ARWR
+59.7%
-20.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.1% | +4.2% |
| 7D | +12.1% | +2.4% | +9.7% | +11.8% |
| 30D | +15.2% | -1.1% | +16.3% | +15.3% |
| 3M | +4.9% | -31.2% | +36.1% | +9.2% |
| 6M | +22.6% | -19.3% | +41.9% | +24.8% |
| YTD | +14.4% | -7.1% | +21.6% | +14.3% |
| 1Y | +39.4% | +62.9% | -23.5% | +35.4% |
| All | +39.4% | +59.7% | -20.3% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling