+64.9%
ARM vs GPN
+4.0%
+60.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.8% | -5.6% | -4.3% |
| 7D | +4.8% | -3.5% | +8.3% | +5.7% |
| 30D | -5.5% | +3.1% | -8.6% | -6.5% |
| 3M | -17.3% | +42.3% | -59.6% | -28.4% |
| 6M | +110.9% | +20.9% | +90.0% | +91.6% |
| YTD | +132.5% | +15.2% | +117.3% | +113.4% |
| 1Y | +64.9% | +5.4% | +59.5% | +59.6% |
| All | +64.9% | +4.0% | +60.9% | +59.6% |
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