+19.3%
ARM vs GRMN
+40.7%
-21.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.5% | -11.8% | -7.0% |
| 7D | -18.7% | +6.1% | -24.8% | -20.0% |
| 30D | -36.7% | +1.3% | -38.0% | -37.0% |
| 3M | -31.6% | -5.6% | -26.1% | -30.7% |
| 6M | -5.6% | +22.2% | -27.8% | -14.7% |
| YTD | +75.5% | +44.3% | +31.2% | +43.6% |
| 1Y | +19.3% | +43.1% | -23.7% | -0.9% |
| All | +19.3% | +40.7% | -21.3% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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