-57.4%
GNRC vs ARWR
+29.9%
-87.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.2% | -4.0% | +3.9% | +0.8% |
| 30D | -15.7% | -5.0% | -10.7% | -14.6% |
| 3M | -27.3% | +11.3% | -38.7% | -29.8% |
| 6M | -12.1% | +42.6% | -54.7% | -20.6% |
| YTD | +37.1% | +24.8% | +12.3% | +27.1% |
| 1Y | -0.5% | +178.8% | -179.2% | -27.1% |
| 3Y | +61.5% | +183.3% | -121.8% | +2.1% |
| All | -57.4% | +29.9% | -87.3% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling