+240.5%
GM vs ARWR
+429.8%
-189.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -2.5% |
| 7D | -3.4% | -17.9% | +14.5% | -1.8% |
| 30D | +2.7% | -18.9% | +21.6% | +4.5% |
| 3M | -0.4% | -46.0% | +45.6% | +5.3% |
| 6M | +13.3% | -40.3% | +53.7% | +18.3% |
| YTD | +6.8% | -29.0% | +35.7% | +9.1% |
| 1Y | +21.1% | +13.8% | +7.3% | +17.6% |
| 3Y | +231.0% | +74.9% | +156.2% | +195.9% |
| 5Y | +41.9% | -36.2% | +78.2% | +34.9% |
| 10Y | +205.7% | +1,028.0% | -822.3% | +126.4% |
| All | +240.5% | +429.8% | -189.2% | +130.6% |
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