+88.0%
ARM vs GIS
-20.3%
+108.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +2.5% |
| 7D | +11.4% | -8.3% | +19.6% | +4.3% |
| 30D | -7.4% | +2.2% | -9.6% | -5.3% |
| 3M | -24.5% | +15.7% | -40.2% | -13.2% |
| 6M | +128.7% | -12.0% | +140.6% | +122.4% |
| YTD | +139.3% | -15.0% | +154.2% | +128.9% |
| 1Y | +88.0% | -20.1% | +108.1% | +73.8% |
| All | +88.0% | -20.3% | +108.3% | +73.8% |
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