-4.4%
ARM vs GNRC
-27.8%
+23.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +6.7% | +5.3% | +6.7% |
| 7D | +6.0% | +2.5% | +3.6% | +4.6% |
| 30D | -20.3% | -11.2% | -9.2% | -12.8% |
| 3M | -24.4% | -10.1% | -14.3% | -17.6% |
| 6M | -4.4% | -28.5% | +24.2% | +20.8% |
| All | -4.4% | -27.8% | +23.4% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling