+478.5%
GS vs ARWR
+921.6%
-443.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -15.3% | +20.0% | +6.4% |
| 7D | +0.8% | -17.3% | +18.2% | +2.8% |
| 30D | +1.2% | -21.5% | +22.7% | +3.7% |
| 3M | -12.4% | -43.8% | +31.4% | -7.0% |
| 6M | -2.3% | -32.3% | +29.9% | +1.2% |
| YTD | +4.6% | -25.8% | +30.4% | +6.9% |
| 1Y | +17.5% | +25.5% | -8.0% | +12.9% |
| 3Y | +202.0% | +84.1% | +117.9% | +165.6% |
| 5Y | +152.4% | -39.2% | +191.6% | +138.2% |
| 10Y | +478.5% | +1,072.4% | -593.8% | +350.2% |
| All | +478.5% | +921.6% | -443.0% | +350.2% |
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