+199.6%
ARM vs GM
+163.8%
+35.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | +9.1% | -0.2% | +9.3% | +9.3% |
| 30D | -19.9% | +3.6% | -23.5% | -21.5% |
| 3M | -31.6% | -0.2% | -31.4% | -32.0% |
| 6M | -13.9% | +13.9% | -27.8% | -19.6% |
| YTD | +74.3% | +6.5% | +67.8% | +66.4% |
| 1Y | +35.8% | +20.7% | +15.1% | +23.1% |
| 3Y | +268.6% | +229.5% | +39.1% | +89.4% |
| All | +199.6% | +163.8% | +35.9% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling