+77.3%
GRMN vs ARWR
+29.5%
+47.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +0.2% | +2.9% | -2.7% | -0.2% |
| 30D | -11.3% | -2.9% | -8.4% | -11.0% |
| 3M | +17.7% | +15.2% | +2.5% | +14.9% |
| 6M | +14.2% | +42.3% | -28.1% | +7.8% |
| YTD | +37.0% | +28.2% | +8.8% | +30.9% |
| 1Y | +17.0% | +213.2% | -196.3% | -2.9% |
| 3Y | +183.2% | +184.6% | -1.5% | +120.4% |
| 5Y | +77.3% | +29.2% | +48.0% | +45.1% |
| All | +77.3% | +29.5% | +47.7% | +45.1% |
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 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