+2,611.5%
GPN vs ARWR
+114.2%
+2,497.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +0.8% | +1.7% | -0.9% | +0.8% |
| 30D | +5.8% | -0.7% | +6.4% | +5.8% |
| 3M | +37.0% | +14.9% | +22.1% | +36.8% |
| 6M | +20.1% | +32.6% | -12.5% | +19.7% |
| YTD | +20.4% | +30.0% | -9.6% | +20.0% |
| 1Y | +7.4% | +208.4% | -200.9% | +6.1% |
| 3Y | -26.1% | +208.8% | -234.9% | -27.3% |
| 5Y | -38.5% | +27.8% | -66.3% | -39.2% |
| 10Y | +28.4% | +1,107.6% | -1,079.2% | +24.8% |
| All | +2,611.5% | +114.2% | +2,497.3% | +2,664.4% |
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