+214.2%
ARM vs GFS
-29.2%
+243.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.4% |
| 7D | +19.8% | +17.2% | +2.6% | +6.9% |
| 30D | -21.8% | -8.7% | -13.0% | -16.1% |
| 3M | -26.5% | -19.7% | -6.9% | -13.6% |
| 6M | -3.9% | -40.7% | +36.8% | +41.2% |
| YTD | +82.8% | +22.5% | +60.2% | +55.8% |
| 1Y | +34.3% | +25.2% | +9.1% | +12.5% |
| 3Y | +282.2% | -17.7% | +299.9% | +333.5% |
| All | +214.2% | -29.2% | +243.4% | +316.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling