+924.6%
GSK vs ARWR
-98.3%
+1,022.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.2% |
| 7D | -1.1% | -19.9% | +18.9% | -1.0% |
| 30D | +7.8% | -18.7% | +26.6% | +7.9% |
| 3M | +0.3% | -44.7% | +45.0% | +0.5% |
| 6M | +3.4% | -36.5% | +39.9% | +3.6% |
| YTD | +5.9% | -25.7% | +31.6% | +6.0% |
| 1Y | +8.2% | +18.9% | -10.7% | +8.1% |
| 3Y | +65.3% | +83.1% | -17.8% | +64.5% |
| 5Y | +43.3% | -34.9% | +78.2% | +42.9% |
| 10Y | +102.9% | +1,080.9% | -978.0% | +99.6% |
| All | +924.6% | -98.3% | +1,022.9% | +836.0% |
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