+201.6%
ARM vs GD
+76.9%
+124.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.4% |
| 7D | -18.7% | +3.0% | -21.7% | -19.5% |
| 30D | -36.7% | +10.5% | -47.2% | -38.9% |
| 3M | -31.6% | -5.0% | -26.7% | -30.4% |
| 6M | -5.6% | +5.5% | -11.1% | -8.1% |
| YTD | +75.5% | +10.3% | +65.1% | +67.3% |
| 1Y | +19.3% | +8.2% | +11.2% | +14.8% |
| 3Y | +258.6% | +59.0% | +199.5% | +210.6% |
| All | +201.6% | +76.9% | +124.8% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling