+185.4%
ARM vs GTLB
-8.5%
+193.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -10.4% | -10.9% | +0.5% | -7.0% |
| 30D | -31.8% | -15.3% | -16.5% | -28.2% |
| 3M | -32.2% | +14.6% | -46.8% | -35.5% |
| 6M | -14.9% | +79.6% | -94.5% | -30.9% |
| YTD | +66.0% | +24.3% | +41.7% | +50.2% |
| 1Y | +17.2% | +1.0% | +16.2% | +14.0% |
| 3Y | +247.2% | +4.6% | +242.6% | +199.1% |
| All | +185.4% | -8.5% | +193.9% | +155.7% |
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