+16.6%
GS vs ARWR
+25.1%
-8.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -0.1% | -19.9% | +19.8% | +3.0% |
| 30D | +3.7% | -18.7% | +22.4% | +6.7% |
| 3M | -10.0% | -44.7% | +34.7% | -2.0% |
| 6M | -1.0% | -36.5% | +35.5% | +5.1% |
| YTD | +7.0% | -25.7% | +32.6% | +9.9% |
| 1Y | +16.6% | +18.9% | -2.3% | +16.0% |
| All | +16.6% | +25.1% | -8.5% | +16.0% |
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