+185.4%
ARM vs GFS
-32.5%
+217.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -10.4% | -5.3% | -5.1% | -6.4% |
| 30D | -31.8% | -15.8% | -16.0% | -22.7% |
| 3M | -32.2% | -18.6% | -13.6% | -21.2% |
| 6M | -14.9% | -45.0% | +30.1% | +31.5% |
| YTD | +66.0% | +16.8% | +49.2% | +46.3% |
| 1Y | +17.2% | +17.8% | -0.6% | +2.4% |
| 3Y | +247.2% | -21.5% | +268.7% | +307.0% |
| All | +185.4% | -32.5% | +217.9% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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