+214.0%
ARM vs GGLL
+151.4%
+62.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.5% | -8.6% | -11.5% |
| 7D | -27.1% | -1.3% | -25.8% | -26.7% |
| 30D | -44.9% | -36.3% | -8.6% | -36.1% |
| 3M | -39.3% | -42.7% | +3.4% | -27.5% |
| 6M | -20.2% | -53.1% | +32.9% | +0.8% |
| YTD | +52.5% | -32.1% | +84.6% | +60.9% |
| 1Y | +4.1% | -20.1% | +24.1% | +1.1% |
| All | +214.0% | +151.4% | +62.5% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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