+19.3%
ARM vs GNRC
+17.5%
+1.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.5% | +4.3% | +0.1% |
| 7D | -18.7% | -6.0% | -12.7% | -15.9% |
| 30D | -36.7% | -12.0% | -24.7% | -32.0% |
| 3M | -31.6% | -13.4% | -18.2% | -26.4% |
| 6M | -5.6% | -26.4% | +20.7% | +10.3% |
| YTD | +75.5% | +38.8% | +36.6% | +65.3% |
| 1Y | +19.3% | +20.9% | -1.6% | +17.0% |
| All | +19.3% | +17.5% | +1.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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