+174.6%
ARM vs GFS
-35.9%
+210.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.2% | -1.5% | +0.2% |
| 7D | -15.2% | -7.8% | -7.4% | -9.7% |
| 30D | -40.7% | -19.7% | -21.0% | -30.5% |
| 3M | -39.1% | -23.1% | -16.0% | -26.6% |
| 6M | -26.4% | -46.4% | +20.0% | +16.0% |
| YTD | +59.7% | +11.0% | +48.7% | +46.0% |
| 1Y | +10.3% | +12.6% | -2.3% | -0.4% |
| 3Y | +228.9% | -24.9% | +253.8% | +298.0% |
| All | +174.6% | -35.9% | +210.5% | +290.2% |
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