+2,064.0%
GS vs ARWR
+121.4%
+1,942.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.9% | +1.7% | -0.7% | +0.9% |
| 30D | -1.6% | -0.7% | -0.9% | -1.6% |
| 3M | -4.5% | +14.9% | -19.4% | -4.6% |
| 6M | +20.9% | +32.6% | -11.8% | +20.5% |
| YTD | +19.9% | +30.0% | -10.2% | +19.5% |
| 1Y | +41.4% | +208.4% | -166.9% | +39.8% |
| 3Y | +239.2% | +208.8% | +30.4% | +234.1% |
| 5Y | +185.0% | +27.8% | +157.2% | +182.0% |
| 10Y | +655.0% | +1,107.6% | -452.6% | +631.5% |
| All | +2,064.0% | +121.4% | +1,942.7% | +2,013.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling