+219.8%
ARM vs GPC
-8.7%
+228.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.8% | +12.8% | +12.2% |
| 7D | +6.0% | -2.1% | +8.1% | +6.6% |
| 30D | -20.3% | -4.5% | -15.8% | -19.6% |
| 3M | -24.4% | -7.7% | -16.7% | -23.2% |
| 6M | -4.4% | +24.3% | -28.7% | -11.6% |
| YTD | +86.0% | +3.5% | +82.6% | +77.9% |
| 1Y | +35.8% | +0.7% | +35.1% | +30.9% |
| 3Y | +289.1% | 0.0% | +289.1% | +250.7% |
| All | +219.8% | -8.7% | +228.5% | +197.6% |
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