+193.0%
ARM vs GH
+391.2%
-198.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.2% | +1.4% | +5.1% |
| 7D | -5.3% | -7.0% | +1.7% | -3.0% |
| 30D | -30.0% | -5.2% | -24.9% | -28.6% |
| 3M | -34.1% | -5.8% | -28.3% | -33.0% |
| 6M | -12.6% | +65.9% | -78.6% | -25.2% |
| YTD | +70.4% | +55.5% | +15.0% | +47.0% |
| 1Y | +22.3% | +64.2% | -41.9% | +3.8% |
| 3Y | +261.2% | +606.0% | -344.9% | +77.7% |
| All | +193.0% | +391.2% | -198.2% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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