+296.4%
ARM vs GIS
-32.8%
+329.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +2.4% |
| 7D | +5.5% | -7.8% | +13.3% | +0.4% |
| 30D | -8.2% | +6.6% | -14.8% | -4.1% |
| 3M | -35.9% | +21.0% | -56.9% | -26.7% |
| 6M | +103.1% | -9.1% | +112.2% | +102.0% |
| YTD | +130.6% | -13.6% | +144.2% | +125.0% |
| 1Y | +86.1% | -18.0% | +104.1% | +78.5% |
| All | +296.4% | -32.8% | +329.2% | +251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling