+261.2%
ARM vs GS
+203.7%
+57.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.6% | -8.8% | -8.9% |
| 7D | -18.7% | +0.3% | -19.0% | -19.0% |
| 30D | -36.7% | +3.9% | -40.5% | -38.9% |
| 3M | -31.6% | -11.4% | -20.2% | -22.8% |
| 6M | -5.6% | +3.7% | -9.3% | -7.3% |
| YTD | +75.5% | +7.1% | +68.3% | +65.3% |
| 1Y | +19.3% | +19.7% | -0.3% | +0.6% |
| All | +261.2% | +203.7% | +57.5% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling