+1,032.6%
GME vs ARWR
+453.5%
+579.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +7.2% | +1.7% | +5.5% | +7.2% |
| 30D | +0.8% | -0.7% | +1.4% | +0.8% |
| 3M | -14.0% | +14.9% | -28.8% | -14.1% |
| 6M | -19.7% | +32.6% | -52.4% | -20.0% |
| YTD | -4.6% | +30.0% | -34.6% | -4.9% |
| 1Y | -14.3% | +208.4% | -222.7% | -15.4% |
| 3Y | +4.0% | +208.8% | -204.8% | +2.4% |
| 5Y | -62.2% | +27.8% | -90.0% | -62.6% |
| 10Y | +241.4% | +1,107.6% | -866.2% | +236.1% |
| All | +1,032.6% | +453.5% | +579.1% | +1,201.9% |
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 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