+139.3%
GS vs ARWR
-28.9%
+168.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -3.2% | -2.9% | -0.3% | -2.7% |
| 30D | -2.4% | -5.4% | +3.0% | -1.6% |
| 3M | -15.7% | -32.2% | +16.5% | -10.9% |
| 6M | -6.8% | -26.5% | +19.7% | -3.2% |
| YTD | -0.1% | -12.4% | +12.3% | +0.6% |
| 1Y | +12.1% | +46.9% | -34.8% | +3.9% |
| 3Y | +185.8% | +116.0% | +69.8% | +131.3% |
| All | +139.3% | -28.9% | +168.3% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling