+85.7%
GME vs ARWR
+105.6%
-19.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.7% |
| 7D | +3.7% | -2.9% | +6.6% | +4.2% |
| 30D | +2.2% | -5.4% | +7.6% | +3.2% |
| 3M | +30.6% | -32.2% | +62.9% | +39.2% |
| 6M | -0.2% | -26.5% | +26.3% | +3.8% |
| YTD | +25.1% | -12.4% | +37.5% | +24.6% |
| 1Y | +17.7% | +46.9% | -29.2% | +3.6% |
| 3Y | +85.7% | +116.0% | -30.3% | +32.1% |
| All | +85.7% | +105.6% | -19.9% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling