+86.1%
ARM vs GPC
+1.0%
+85.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.8% |
| 7D | +5.5% | +1.2% | +4.3% | +5.4% |
| 30D | -8.2% | +6.0% | -14.2% | -8.5% |
| 3M | -35.9% | +42.6% | -78.6% | -39.8% |
| 6M | +103.1% | +22.8% | +80.4% | +89.1% |
| YTD | +130.6% | +15.5% | +115.2% | +114.7% |
| 1Y | +86.1% | +2.0% | +84.0% | +77.3% |
| All | +86.1% | +1.0% | +85.1% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling