-55.4%
GTLB vs ARWR
+29.1%
-84.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.9% |
| 7D | -6.6% | -3.2% | -3.4% | -5.6% |
| 30D | +13.7% | -6.5% | +20.2% | +15.9% |
| 3M | +52.9% | +12.7% | +40.2% | +45.1% |
| 6M | +88.5% | +36.2% | +52.3% | +65.5% |
| YTD | +23.4% | +24.5% | -1.0% | +10.7% |
| 1Y | -3.8% | +198.0% | -201.8% | -39.4% |
| 3Y | -11.5% | +176.4% | -187.9% | -52.3% |
| All | -55.4% | +29.1% | -84.5% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling