+486.7%
GS vs ARWR
+906.2%
-419.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -3.2% | -2.9% | -0.3% | -2.9% |
| 30D | -2.4% | -5.4% | +3.0% | -1.8% |
| 3M | -15.7% | -32.2% | +16.5% | -12.3% |
| 6M | -6.8% | -26.5% | +19.7% | -4.2% |
| YTD | -0.1% | -12.4% | +12.3% | +0.5% |
| 1Y | +12.1% | +46.9% | -34.8% | +6.4% |
| 3Y | +185.8% | +116.0% | +69.8% | +149.4% |
| 5Y | +140.1% | -28.0% | +168.0% | +123.3% |
| All | +486.7% | +906.2% | -419.5% | +367.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling