+174.6%
ARM vs GPC
-9.4%
+184.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.1% | +5.0% |
| 7D | -15.2% | +1.6% | -16.8% | -15.5% |
| 30D | -40.7% | -2.1% | -38.6% | -40.5% |
| 3M | -39.1% | -6.8% | -32.3% | -38.3% |
| 6M | -26.4% | +18.6% | -45.0% | -31.1% |
| YTD | +59.7% | +2.7% | +57.1% | +53.0% |
| 1Y | +10.3% | +1.8% | +8.6% | +5.8% |
| 3Y | +228.9% | +1.1% | +227.8% | +194.2% |
| All | +174.6% | -9.4% | +184.0% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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