+2,600.4%
GPN vs ARWR
+18.6%
+2,581.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.2% |
| 7D | -5.6% | -17.8% | +12.2% | -5.5% |
| 30D | +13.6% | -18.1% | +31.8% | +13.8% |
| 3M | -2.8% | -44.2% | +41.4% | -2.3% |
| 6M | +38.1% | -38.6% | +76.7% | +38.6% |
| YTD | +19.9% | -28.0% | +48.0% | +20.2% |
| 1Y | +23.4% | +16.1% | +7.3% | +23.0% |
| 3Y | -12.6% | +84.0% | -96.6% | -13.6% |
| 5Y | -26.6% | -35.4% | +8.8% | -27.0% |
| 10Y | +40.4% | +1,043.1% | -1,002.6% | +37.0% |
| All | +2,600.4% | +18.6% | +2,581.9% | +2,668.1% |
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