+1,710.5%
GS vs ARWR
+47.3%
+1,663.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.8% | +0.4% | -6.3% |
| 7D | -6.3% | -5.0% | -1.3% | -6.3% |
| 30D | -3.1% | -6.6% | +3.5% | -3.1% |
| 3M | -17.7% | -33.9% | +16.2% | -17.3% |
| 6M | -4.6% | -23.3% | +18.8% | -4.3% |
| YTD | +0.3% | -13.5% | +13.8% | +0.4% |
| 1Y | +11.7% | +42.5% | -30.8% | +11.2% |
| 3Y | +183.6% | +104.1% | +79.4% | +180.4% |
| 5Y | +141.0% | -28.8% | +169.8% | +139.6% |
| 10Y | +507.4% | +911.6% | -404.2% | +490.2% |
| All | +1,710.5% | +47.3% | +1,663.2% | +1,675.0% |
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 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