+219.8%
ARM vs GFI
+234.7%
-14.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.5% | +13.6% | +12.4% |
| 7D | +6.0% | +2.2% | +3.8% | +5.5% |
| 30D | -20.3% | +2.2% | -22.5% | -20.8% |
| 3M | -24.4% | -4.6% | -19.8% | -23.8% |
| 6M | -4.4% | -16.7% | +12.4% | -2.1% |
| YTD | +86.0% | -9.5% | +95.5% | +87.5% |
| 1Y | +35.8% | -6.8% | +42.6% | +36.3% |
| 3Y | +289.1% | +223.7% | +65.4% | +238.0% |
| All | +219.8% | +234.7% | -14.9% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling