+311.3%
ARM vs GNRC
+68.6%
+242.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +2.9% |
| 7D | +11.4% | +4.8% | +6.5% | +8.6% |
| 30D | -7.4% | -10.4% | +2.9% | -1.8% |
| 3M | -24.5% | -28.5% | +4.0% | -9.6% |
| 6M | +128.7% | -6.8% | +135.4% | +138.3% |
| YTD | +139.3% | +39.5% | +99.8% | +99.2% |
| 1Y | +88.0% | +3.4% | +84.6% | +81.5% |
| All | +311.3% | +68.6% | +242.7% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling