+437.1%
GS vs ARWR
+1,009.4%
-572.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.9% |
| 7D | +5.1% | -17.9% | +23.1% | +7.2% |
| 30D | +2.4% | -18.9% | +21.3% | +4.6% |
| 3M | -11.5% | -46.0% | +34.5% | -5.6% |
| 6M | -2.5% | -40.3% | +37.8% | +2.4% |
| YTD | +5.5% | -29.0% | +34.4% | +8.3% |
| 1Y | +11.0% | +13.8% | -2.8% | +7.8% |
| 3Y | +200.1% | +74.9% | +125.2% | +165.5% |
| 5Y | +154.7% | -36.2% | +190.9% | +139.6% |
| All | +437.1% | +1,009.4% | -572.3% | +319.5% |
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