+296.4%
ARM vs GD
+73.4%
+223.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.6% |
| 7D | +5.5% | -5.3% | +10.7% | +7.6% |
| 30D | -8.2% | -6.4% | -1.8% | -5.9% |
| 3M | -35.9% | +5.7% | -41.6% | -37.6% |
| 6M | +103.1% | -0.9% | +104.1% | +104.0% |
| YTD | +130.6% | +8.2% | +122.5% | +121.6% |
| 1Y | +86.1% | +13.4% | +72.6% | +75.3% |
| All | +296.4% | +73.4% | +223.1% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling