+2,148.2%
GNRC vs ARWR
+1,295.2%
+852.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.7% |
| 7D | +4.8% | +2.9% | +2.0% | +4.5% |
| 30D | -10.4% | -2.9% | -7.5% | -10.1% |
| 3M | -28.5% | +15.2% | -43.7% | -29.8% |
| 6M | -6.8% | +42.3% | -49.0% | -10.9% |
| YTD | +39.5% | +28.2% | +11.3% | +34.5% |
| 1Y | +3.4% | +213.2% | -209.9% | -10.6% |
| 3Y | +65.1% | +184.6% | -119.5% | +37.8% |
| 5Y | -57.1% | +29.2% | -86.3% | -61.9% |
| 10Y | +432.5% | +1,012.5% | -580.0% | +286.2% |
| All | +2,148.2% | +1,295.2% | +852.9% | +1,500.7% |
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