+19.3%
ARM vs GIS
-17.8%
+37.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.2% | -10.5% | -1.0% |
| 7D | -18.7% | +8.5% | -27.2% | -12.5% |
| 30D | -36.7% | +15.3% | -52.0% | -27.9% |
| 3M | -31.6% | +0.9% | -32.6% | -29.3% |
| 6M | -5.6% | +7.9% | -13.6% | +6.6% |
| YTD | +75.5% | -17.6% | +93.0% | +65.7% |
| 1Y | +19.3% | -17.4% | +36.7% | +14.6% |
| All | +19.3% | -17.8% | +37.1% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling