+296.4%
ARM vs GRMN
+172.9%
+123.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +5.5% | -2.9% | +8.3% | +6.8% |
| 30D | -8.2% | -8.4% | +0.2% | -4.7% |
| 3M | -35.9% | +15.0% | -50.9% | -40.8% |
| 6M | +103.1% | +11.2% | +91.9% | +91.2% |
| YTD | +130.6% | +37.7% | +92.9% | +95.8% |
| 1Y | +86.1% | +18.5% | +67.6% | +69.0% |
| All | +296.4% | +172.9% | +123.5% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling