+214.2%
ARM vs GH
+379.0%
-164.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +19.8% | +0.9% | +18.9% | +19.5% |
| 30D | -21.8% | -4.5% | -17.3% | -20.3% |
| 3M | -26.5% | -6.2% | -20.3% | -25.3% |
| 6M | -3.9% | +55.0% | -58.9% | -16.1% |
| YTD | +82.8% | +51.6% | +31.1% | +58.9% |
| 1Y | +34.3% | +58.3% | -24.0% | +15.2% |
| 3Y | +282.2% | +617.6% | -335.4% | +86.1% |
| All | +214.2% | +379.0% | -164.8% | +78.7% |
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