+174.6%
ARM vs GAP
+116.3%
+58.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.1% | +8.9% | +5.9% |
| 7D | -15.2% | -3.8% | -11.5% | -14.4% |
| 30D | -40.7% | -9.0% | -31.7% | -39.1% |
| 3M | -39.1% | +5.5% | -44.5% | -40.7% |
| 6M | -26.4% | -11.1% | -15.3% | -25.2% |
| YTD | +59.7% | -13.6% | +73.3% | +62.2% |
| 1Y | +10.3% | -2.9% | +13.2% | +7.3% |
| 3Y | +228.9% | +69.6% | +159.2% | +170.7% |
| All | +174.6% | +116.3% | +58.3% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling