+17.2%
ARM vs GIS
-21.0%
+38.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -3.3% |
| 7D | -10.4% | +1.5% | -11.9% | -8.8% |
| 30D | -31.8% | +9.2% | -41.0% | -25.6% |
| 3M | -32.2% | -5.4% | -26.9% | -33.4% |
| 6M | -14.9% | +3.4% | -18.3% | -6.9% |
| YTD | +66.0% | -20.5% | +86.5% | +53.2% |
| 1Y | +17.2% | -20.0% | +37.2% | +10.4% |
| All | +17.2% | -21.0% | +38.2% | +10.4% |
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