+34.3%
ARM vs GPC
0.0%
+34.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.7% |
| 7D | +19.8% | -1.3% | +21.1% | +19.9% |
| 30D | -21.8% | -6.0% | -15.8% | -21.5% |
| 3M | -26.5% | -7.6% | -18.9% | -26.2% |
| 6M | -3.9% | +24.2% | -28.1% | -9.8% |
| YTD | +82.8% | +2.7% | +80.1% | +68.8% |
| 1Y | +34.3% | +0.2% | +34.2% | +26.5% |
| All | +34.3% | 0.0% | +34.3% | +26.5% |
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