+75.8%
GPC vs ARWR
+1,021.8%
-946.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -2.1% | -19.9% | +17.8% | -0.7% |
| 30D | -4.5% | -18.7% | +14.2% | -3.3% |
| 3M | -7.7% | -44.7% | +37.0% | -3.9% |
| 6M | +24.3% | -36.5% | +60.8% | +27.7% |
| YTD | +3.5% | -25.7% | +29.1% | +4.7% |
| 1Y | +0.7% | +18.9% | -18.2% | -1.8% |
| 3Y | 0.0% | +83.1% | -83.1% | -8.7% |
| 5Y | +5.8% | -34.9% | +40.7% | +0.8% |
| 10Y | +75.8% | +1,080.9% | -1,005.1% | +42.5% |
| All | +75.8% | +1,021.8% | -946.1% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling