+943.6%
GSK vs ARWR
-98.3%
+1,041.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.3% | +17.7% | +2.5% |
| 7D | +4.9% | -17.3% | +22.2% | +5.0% |
| 30D | +10.8% | -21.5% | +32.4% | +10.9% |
| 3M | -1.8% | -43.8% | +42.0% | -1.6% |
| 6M | +4.1% | -32.3% | +36.4% | +4.2% |
| YTD | +7.9% | -25.8% | +33.7% | +8.0% |
| 1Y | +14.4% | +25.5% | -11.1% | +14.3% |
| 3Y | +68.1% | +84.1% | -16.0% | +67.3% |
| 5Y | +47.7% | -39.2% | +86.9% | +47.3% |
| 10Y | +100.5% | +1,072.4% | -971.9% | +97.3% |
| All | +943.6% | -98.3% | +1,041.9% | +853.4% |
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