+162.2%
ARM vs GS
+174.0%
-11.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -6.4% | -6.7% | -6.6% |
| 7D | -27.1% | -6.3% | -20.8% | -21.8% |
| 30D | -44.9% | -3.1% | -41.8% | -42.7% |
| 3M | -39.3% | -17.7% | -21.6% | -25.8% |
| 6M | -20.2% | -4.6% | -15.6% | -14.4% |
| YTD | +52.5% | +0.3% | +52.2% | +54.5% |
| 1Y | +4.1% | +11.7% | -7.6% | -5.4% |
| 3Y | +211.7% | +183.6% | +28.1% | +13.4% |
| All | +162.2% | +174.0% | -11.9% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling