+311.3%
ARM vs GTLB
-7.5%
+318.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.4% | +9.1% | +5.4% |
| 7D | +11.4% | +4.6% | +6.8% | +9.5% |
| 30D | -7.4% | +21.0% | -28.4% | -13.4% |
| 3M | -24.5% | +51.7% | -76.2% | -34.9% |
| 6M | +128.7% | +89.3% | +39.4% | +80.0% |
| YTD | +139.3% | +25.6% | +113.6% | +116.1% |
| 1Y | +88.0% | -1.5% | +89.5% | +84.1% |
| All | +311.3% | -7.5% | +318.8% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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