-54.6%
GTLB vs ARWR
+33.0%
-87.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.9% |
| 7D | +4.6% | +2.9% | +1.7% | +3.8% |
| 30D | +21.0% | -2.9% | +23.9% | +21.9% |
| 3M | +51.7% | +15.2% | +36.5% | +43.0% |
| 6M | +89.3% | +42.3% | +47.0% | +64.0% |
| YTD | +25.6% | +28.2% | -2.6% | +11.6% |
| 1Y | -1.5% | +213.2% | -214.8% | -39.0% |
| 3Y | -9.9% | +184.6% | -194.6% | -51.9% |
| All | -54.6% | +33.0% | -87.6% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling