+86.1%
ARM vs GFI
+45.3%
+40.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.4% |
| 7D | +5.5% | +3.1% | +2.3% | +4.4% |
| 30D | -8.2% | +27.1% | -35.3% | -15.1% |
| 3M | -35.9% | +21.2% | -57.1% | -40.2% |
| 6M | +103.1% | -4.5% | +107.6% | +97.1% |
| YTD | +130.6% | +11.7% | +118.9% | +117.9% |
| 1Y | +86.1% | +46.0% | +40.0% | +70.4% |
| All | +86.1% | +45.3% | +40.8% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling