+228.9%
ARM vs GRMN
+160.2%
+68.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.9% |
| 7D | -15.2% | +4.7% | -20.0% | -17.0% |
| 30D | -40.7% | +3.4% | -44.1% | -41.8% |
| 3M | -39.1% | -5.0% | -34.1% | -38.1% |
| 6M | -26.4% | +18.6% | -45.0% | -33.1% |
| YTD | +59.7% | +42.5% | +17.3% | +33.1% |
| 1Y | +10.3% | +42.3% | -32.0% | -8.0% |
| 3Y | +228.9% | +158.5% | +70.4% | +114.7% |
| All | +228.9% | +160.2% | +68.6% | +114.7% |
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