+193.0%
ARM vs GTLB
-7.6%
+200.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.0% | +8.7% | +7.3% |
| 7D | -5.3% | -9.6% | +4.2% | -2.2% |
| 30D | -30.0% | -14.5% | -15.6% | -26.5% |
| 3M | -34.1% | +20.9% | -55.0% | -38.4% |
| 6M | -12.6% | +81.4% | -94.0% | -29.2% |
| YTD | +70.4% | +25.6% | +44.9% | +53.7% |
| 1Y | +22.3% | +3.4% | +18.8% | +17.9% |
| 3Y | +261.2% | +8.9% | +252.3% | +205.7% |
| All | +193.0% | -7.6% | +200.5% | +161.7% |
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