+174.6%
ARM vs GS
+173.1%
+1.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.1% |
| 7D | -15.2% | -3.2% | -12.0% | -12.2% |
| 30D | -40.7% | -2.4% | -38.3% | -38.7% |
| 3M | -39.1% | -15.7% | -23.3% | -27.1% |
| 6M | -26.4% | -6.8% | -19.6% | -19.5% |
| YTD | +59.7% | -0.1% | +59.8% | +62.4% |
| 1Y | +10.3% | +12.1% | -1.8% | 0.0% |
| 3Y | +228.9% | +185.8% | +43.1% | +18.9% |
| All | +174.6% | +173.1% | +1.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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