+1,384.9%
GME vs ARWR
+272.8%
+1,112.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.9% |
| 7D | +3.7% | -2.9% | +6.6% | +3.7% |
| 30D | +2.2% | -5.4% | +7.6% | +2.3% |
| 3M | +30.6% | -32.2% | +62.9% | +31.1% |
| 6M | -0.2% | -26.5% | +26.3% | 0.0% |
| YTD | +25.1% | -12.4% | +37.5% | +25.1% |
| 1Y | +17.7% | +46.9% | -29.2% | +17.0% |
| 3Y | +85.7% | +116.0% | -30.3% | +83.5% |
| 5Y | -52.9% | -28.0% | -24.9% | -53.2% |
| 10Y | +504.9% | +923.9% | -419.0% | +497.9% |
| All | +1,384.9% | +272.8% | +1,112.1% | +1,613.4% |
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 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