-4.4%
ARM vs GFI
-14.9%
+10.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.5% | +13.6% | +12.8% |
| 7D | +6.0% | +2.2% | +3.8% | +4.6% |
| 30D | -20.3% | +2.2% | -22.5% | -21.3% |
| 3M | -24.4% | -4.6% | -19.8% | -23.0% |
| 6M | -4.4% | -16.7% | +12.4% | +16.2% |
| All | -4.4% | -14.9% | +10.6% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling