+315.5%
ARM vs GNRC
+65.3%
+250.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.1% |
| 7D | +12.5% | +3.2% | +9.3% | +10.7% |
| 30D | -1.4% | -9.5% | +8.2% | +4.0% |
| 3M | -18.7% | -28.5% | +9.9% | -2.5% |
| 6M | +124.6% | -10.0% | +134.6% | +138.3% |
| YTD | +141.7% | +36.7% | +105.0% | +103.4% |
| 1Y | +87.7% | +2.6% | +85.1% | +82.0% |
| All | +315.5% | +65.3% | +250.2% | +193.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling