+10.3%
ARM vs GIS
-18.0%
+28.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.6% | +7.3% | +2.5% |
| 7D | -15.2% | +3.6% | -18.8% | -12.1% |
| 30D | -40.7% | +13.9% | -54.6% | -32.9% |
| 3M | -39.1% | +0.3% | -39.4% | -37.1% |
| 6M | -26.4% | +5.0% | -31.4% | -18.0% |
| YTD | +59.7% | -18.4% | +78.1% | +50.0% |
| 1Y | +10.3% | -17.4% | +27.8% | +6.5% |
| All | +10.3% | -18.0% | +28.4% | +6.5% |
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