+1,362.6%
GPC vs ARWR
-98.0%
+1,460.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.3% |
| 7D | +1.6% | -2.9% | +4.5% | +1.6% |
| 30D | -2.1% | -5.4% | +3.3% | -2.1% |
| 3M | -6.8% | -32.2% | +25.4% | -6.7% |
| 6M | +18.6% | -26.5% | +45.1% | +18.7% |
| YTD | +2.7% | -12.4% | +15.1% | +2.7% |
| 1Y | +1.8% | +46.9% | -45.1% | +1.6% |
| 3Y | +1.1% | +116.0% | -114.9% | +0.7% |
| 5Y | +4.1% | -28.0% | +32.0% | +3.8% |
| 10Y | +88.2% | +923.9% | -835.7% | +86.8% |
| All | +1,362.6% | -98.0% | +1,460.6% | +1,441.9% |
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