+199.6%
ARM vs GIS
-38.6%
+238.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -3.0% |
| 7D | +9.1% | -3.4% | +12.5% | +6.9% |
| 30D | -19.9% | +6.9% | -26.8% | -15.2% |
| 3M | -31.6% | -10.1% | -21.5% | -34.4% |
| 6M | -13.9% | +5.9% | -19.7% | -6.9% |
| YTD | +74.3% | -21.1% | +95.4% | +64.1% |
| 1Y | +35.8% | -22.5% | +58.3% | +27.1% |
| 3Y | +268.6% | -39.0% | +307.6% | +204.9% |
| All | +199.6% | -38.6% | +238.2% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling