+162.2%
ARM vs GPC
-8.2%
+170.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.6% | -11.5% | -12.7% |
| 7D | -27.1% | +1.7% | -28.8% | -27.4% |
| 30D | -44.9% | -2.3% | -42.6% | -44.7% |
| 3M | -39.3% | -4.5% | -34.8% | -38.8% |
| 6M | -20.2% | +21.6% | -41.7% | -25.7% |
| YTD | +52.5% | +4.0% | +48.5% | +45.7% |
| 1Y | +4.1% | +3.5% | +0.6% | -0.6% |
| 3Y | +211.7% | +2.1% | +209.5% | +178.4% |
| All | +162.2% | -8.2% | +170.4% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling