+34.3%
ARM vs GNRC
+21.5%
+12.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | +19.8% | +11.9% | +7.9% | +12.3% |
| 30D | -21.8% | -10.0% | -11.8% | -16.5% |
| 3M | -26.5% | -13.1% | -13.4% | -20.5% |
| 6M | -3.9% | -28.5% | +24.5% | +13.8% |
| YTD | +82.8% | +41.4% | +41.3% | +70.1% |
| 1Y | +34.3% | +18.8% | +15.6% | +32.0% |
| All | +34.3% | +21.5% | +12.9% | +32.0% |
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