+174.6%
ARM vs GTLB
-5.7%
+180.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.6% | +5.3% |
| 7D | -15.2% | -11.1% | -4.1% | -11.9% |
| 30D | -40.7% | -7.5% | -33.2% | -39.2% |
| 3M | -39.1% | +34.8% | -73.9% | -45.1% |
| 6M | -26.4% | +98.0% | -124.4% | -42.2% |
| YTD | +59.7% | +28.1% | +31.6% | +43.3% |
| 1Y | +10.3% | +5.6% | +4.8% | +5.8% |
| 3Y | +228.9% | +15.9% | +212.9% | +171.6% |
| All | +174.6% | -5.7% | +180.3% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling