-9.9%
GTLB vs ARWR
+181.4%
-191.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.2% |
| 7D | +4.6% | +2.9% | +1.7% | +4.2% |
| 30D | +21.0% | -2.9% | +23.9% | +21.4% |
| 3M | +51.7% | +15.2% | +36.5% | +47.8% |
| 6M | +89.3% | +42.3% | +47.0% | +76.9% |
| YTD | +25.6% | +28.2% | -2.6% | +19.0% |
| 1Y | -1.5% | +213.2% | -214.8% | -22.4% |
| 3Y | -9.9% | +184.6% | -194.6% | -36.9% |
| All | -9.9% | +181.4% | -191.3% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling