+296.4%
ARM vs GPC
+1.8%
+294.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.7% |
| 7D | +5.5% | +1.2% | +4.3% | +5.2% |
| 30D | -8.2% | +6.0% | -14.2% | -9.5% |
| 3M | -35.9% | +42.6% | -78.6% | -42.6% |
| 6M | +103.1% | +22.8% | +80.4% | +89.2% |
| YTD | +130.6% | +15.5% | +115.2% | +115.5% |
| 1Y | +86.1% | +2.0% | +84.0% | +80.8% |
| All | +296.4% | +1.8% | +294.6% | +260.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling