+219.8%
ARM vs GRMN
+190.7%
+29.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.8% | +10.2% | +11.3% |
| 7D | +6.0% | +1.7% | +4.4% | +5.5% |
| 30D | -20.3% | +10.2% | -30.5% | -23.8% |
| 3M | -24.4% | -4.7% | -19.7% | -23.0% |
| 6M | -4.4% | +22.3% | -26.6% | -14.2% |
| YTD | +86.0% | +46.7% | +39.4% | +53.2% |
| 1Y | +35.8% | +49.6% | -13.8% | +10.8% |
| 3Y | +289.1% | +165.3% | +123.8% | +146.0% |
| All | +219.8% | +190.7% | +29.1% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling