-52.0%
GTLB vs ARWR
+34.9%
-87.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +11.1% | +1.7% | +9.4% | +10.5% |
| 30D | +37.8% | -0.7% | +38.5% | +38.0% |
| 3M | +61.6% | +14.9% | +46.7% | +52.5% |
| 6M | +98.9% | +32.6% | +66.3% | +76.3% |
| YTD | +32.8% | +30.0% | +2.7% | +17.4% |
| 1Y | +14.7% | +208.4% | -193.7% | -28.6% |
| 3Y | +1.3% | +208.8% | -207.5% | -48.2% |
| All | -52.0% | +34.9% | -87.0% | -65.4% |
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