+296.4%
ARM vs GS
+227.6%
+68.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.9% | +3.9% |
| 7D | +5.5% | +0.9% | +4.5% | +4.5% |
| 30D | -8.2% | -1.6% | -6.6% | -7.2% |
| 3M | -35.9% | -4.5% | -31.4% | -33.0% |
| 6M | +103.1% | +20.9% | +82.2% | +71.2% |
| YTD | +130.6% | +19.9% | +110.7% | +93.4% |
| 1Y | +86.1% | +41.4% | +44.7% | +32.0% |
| All | +296.4% | +227.6% | +68.9% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling