+315.5%
ARM vs GFI
+309.8%
+5.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | +12.5% | +4.7% | +7.8% | +11.5% |
| 30D | -1.4% | +14.4% | -15.8% | -3.9% |
| 3M | -18.7% | +32.5% | -51.2% | -23.1% |
| 6M | +124.6% | -7.2% | +131.8% | +122.5% |
| YTD | +141.7% | +10.9% | +130.9% | +134.4% |
| 1Y | +87.7% | +35.5% | +52.2% | +77.9% |
| All | +315.5% | +309.8% | +5.7% | +245.5% |
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