+296.4%
ARM vs GNRC
+66.1%
+230.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +2.6% |
| 7D | +5.5% | +1.9% | +3.5% | +4.4% |
| 30D | -8.2% | -13.8% | +5.6% | -0.7% |
| 3M | -35.9% | -32.6% | -3.3% | -20.7% |
| 6M | +103.1% | -15.2% | +118.3% | +121.9% |
| YTD | +130.6% | +37.4% | +93.2% | +93.6% |
| 1Y | +86.1% | +5.1% | +80.9% | +78.0% |
| All | +296.4% | +66.1% | +230.4% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling