+311.3%
ARM vs GPN
-26.9%
+338.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.4% | +7.1% | +5.3% |
| 7D | +11.4% | -0.7% | +12.1% | +11.6% |
| 30D | -7.4% | +3.8% | -11.3% | -9.3% |
| 3M | -24.5% | +39.2% | -63.7% | -37.0% |
| 6M | +128.7% | +17.9% | +110.8% | +106.3% |
| YTD | +139.3% | +16.4% | +122.9% | +115.3% |
| 1Y | +88.0% | +3.6% | +84.3% | +79.2% |
| All | +311.3% | -26.9% | +338.2% | +404.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling