+80.5%
GM vs ARWR
+25.7%
+54.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.9% |
| 7D | -1.1% | -3.2% | +2.1% | -0.6% |
| 30D | -4.6% | -6.5% | +1.9% | -3.7% |
| 3M | +0.2% | +12.7% | -12.5% | -2.1% |
| 6M | +12.6% | +36.2% | -23.6% | +6.5% |
| YTD | +3.7% | +24.5% | -20.8% | -1.0% |
| 1Y | +45.6% | +198.0% | -152.3% | +19.3% |
| 3Y | +162.0% | +176.4% | -14.4% | +101.1% |
| 5Y | +80.5% | +26.6% | +53.9% | +44.4% |
| All | +80.5% | +25.7% | +54.8% | +44.4% |
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 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