+0.2%
GPC vs ARWR
+79.8%
-79.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +0.4% | -17.8% | +18.3% | +1.9% |
| 30D | -6.3% | -18.1% | +11.8% | -5.0% |
| 3M | -8.2% | -44.2% | +36.0% | -3.9% |
| 6M | +27.1% | -38.6% | +65.7% | +31.6% |
| YTD | +3.1% | -28.0% | +31.2% | +4.8% |
| 1Y | +0.1% | +16.1% | -16.1% | -3.0% |
| 3Y | +0.2% | +84.0% | -83.8% | -12.2% |
| All | +0.2% | +79.8% | -79.6% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling