+296.4%
ARM vs GPC
+1.8%
+294.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +5.5% | +0.4% | +5.0% | +5.3% |
| 30D | -8.2% | +5.1% | -13.3% | -9.3% |
| 3M | -35.9% | +41.5% | -77.4% | -42.5% |
| 6M | +103.1% | +21.8% | +81.3% | +89.5% |
| YTD | +130.6% | +14.6% | +116.1% | +115.9% |
| 1Y | +86.1% | +1.3% | +84.8% | +81.1% |
| All | +296.4% | +1.8% | +294.6% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling