+185.4%
ARM vs GH
+380.5%
-195.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.9% |
| 7D | -10.4% | -11.2% | +0.9% | -6.9% |
| 30D | -31.8% | -7.2% | -24.6% | -29.9% |
| 3M | -32.2% | -7.1% | -25.1% | -30.9% |
| 6M | -14.9% | +62.3% | -77.2% | -26.7% |
| YTD | +66.0% | +52.1% | +13.9% | +44.2% |
| 1Y | +17.2% | +58.6% | -41.4% | +0.5% |
| 3Y | +247.2% | +619.9% | -372.7% | +69.0% |
| All | +185.4% | +380.5% | -195.1% | +62.2% |
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