+5.0%
GPC vs ARWR
-28.9%
+33.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | +1.6% | -2.9% | +4.5% | +1.8% |
| 30D | -2.1% | -5.4% | +3.3% | -1.7% |
| 3M | -6.8% | -32.2% | +25.4% | -3.6% |
| 6M | +18.6% | -26.5% | +45.1% | +21.3% |
| YTD | +2.7% | -12.4% | +15.1% | +2.9% |
| 1Y | +1.8% | +46.9% | -45.1% | -3.4% |
| 3Y | +1.1% | +116.0% | -114.9% | -12.3% |
| All | +5.0% | -28.9% | +33.9% | -7.2% |
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