+19.7%
GS vs ARWR
+59.7%
-40.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +3.0% |
| 7D | +0.3% | +2.4% | -2.1% | -0.1% |
| 30D | +3.9% | -1.1% | +5.0% | +4.0% |
| 3M | -11.4% | -31.2% | +19.7% | -6.5% |
| 6M | +3.7% | -19.3% | +23.0% | +6.3% |
| YTD | +7.1% | -7.1% | +14.3% | +6.7% |
| 1Y | +19.7% | +62.9% | -43.2% | +13.0% |
| All | +19.7% | +59.7% | -40.1% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling