+34.3%
ARM vs GIS
-23.4%
+57.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -3.5% |
| 7D | +19.8% | -8.1% | +27.9% | +11.7% |
| 30D | -21.8% | +5.3% | -27.1% | -17.2% |
| 3M | -26.5% | -10.5% | -16.0% | -31.1% |
| 6M | -3.9% | +1.8% | -5.7% | +3.2% |
| YTD | +82.8% | -22.9% | +105.7% | +64.6% |
| 1Y | +34.3% | -22.9% | +57.2% | +22.4% |
| All | +34.3% | -23.4% | +57.7% | +22.4% |
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