+311.3%
ARM vs GFI
+311.2%
+0.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.8% |
| 7D | +11.4% | +5.7% | +5.7% | +10.2% |
| 30D | -7.4% | +15.6% | -23.1% | -10.0% |
| 3M | -24.5% | +31.5% | -56.0% | -28.5% |
| 6M | +128.7% | -3.7% | +132.4% | +125.6% |
| YTD | +139.3% | +11.2% | +128.0% | +131.9% |
| 1Y | +88.0% | +36.4% | +51.6% | +78.0% |
| All | +311.3% | +311.2% | +0.1% | +241.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling