+174.6%
ARM vs GGLL
+127.5%
+47.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.2% |
| 7D | -15.2% | +3.1% | -18.3% | -16.1% |
| 30D | -40.7% | -36.3% | -4.4% | -31.0% |
| 3M | -39.1% | -40.4% | +1.3% | -28.2% |
| 6M | -26.4% | -54.6% | +28.2% | -5.6% |
| YTD | +59.7% | -31.1% | +90.9% | +67.9% |
| 1Y | +10.3% | -19.2% | +29.5% | +6.9% |
| 3Y | +228.9% | +151.5% | +77.3% | +73.3% |
| All | +174.6% | +127.5% | +47.1% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling