+239.5%
GM vs ARWR
+436.9%
-197.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -0.2% | -17.8% | +17.7% | +1.5% |
| 30D | +3.6% | -18.1% | +21.7% | +5.3% |
| 3M | -0.2% | -44.2% | +43.9% | +5.1% |
| 6M | +13.9% | -38.6% | +52.6% | +18.6% |
| YTD | +6.5% | -28.0% | +34.5% | +8.7% |
| 1Y | +20.7% | +16.1% | +4.5% | +16.9% |
| 3Y | +229.5% | +84.0% | +145.5% | +193.1% |
| 5Y | +41.5% | -35.4% | +76.9% | +34.4% |
| 10Y | +204.8% | +1,043.1% | -838.3% | +125.4% |
| All | +239.5% | +436.9% | -197.3% | +129.7% |
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