+247.2%
ARM vs GAP
+77.2%
+170.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.2% |
| 7D | -10.4% | -0.1% | -10.3% | -10.4% |
| 30D | -31.8% | -5.4% | -26.4% | -30.8% |
| 3M | -32.2% | +2.9% | -35.1% | -33.3% |
| 6M | -14.9% | -4.4% | -10.5% | -15.4% |
| YTD | +66.0% | -11.6% | +77.6% | +67.6% |
| 1Y | +17.2% | -6.0% | +23.3% | +15.5% |
| 3Y | +247.2% | +78.0% | +169.2% | +207.4% |
| All | +247.2% | +77.2% | +170.0% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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