+233.0%
GM vs ARWR
+1,080.6%
-847.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | -1.1% | -4.3% | +3.3% | -0.5% |
| 30D | -3.4% | -7.3% | +3.8% | -2.6% |
| 3M | +8.7% | +17.0% | -8.3% | +6.2% |
| 6M | +15.4% | +39.8% | -24.4% | +10.1% |
| YTD | +6.6% | +24.7% | -18.1% | +2.8% |
| 1Y | +51.5% | +186.5% | -135.0% | +30.6% |
| 3Y | +169.3% | +176.8% | -7.4% | +121.2% |
| 5Y | +81.6% | +29.3% | +52.2% | +56.8% |
| All | +233.0% | +1,080.6% | -847.6% | +140.9% |
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 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