+19.3%
ARM vs GPN
+20.6%
-1.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.3% | -5.1% |
| 7D | -18.7% | +15.0% | -33.7% | -20.2% |
| 30D | -36.7% | +16.9% | -53.6% | -38.1% |
| 3M | -31.6% | +9.2% | -40.8% | -32.4% |
| 6M | -5.6% | +34.7% | -40.4% | -14.7% |
| YTD | +75.5% | +25.4% | +50.1% | +57.1% |
| 1Y | +19.3% | +21.7% | -2.4% | +7.0% |
| All | +19.3% | +20.6% | -1.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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