+296.4%
ARM vs GTLB
-2.3%
+298.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.9% | +3.6% |
| 7D | +5.5% | +11.1% | -5.6% | +1.9% |
| 30D | -8.2% | +37.8% | -46.0% | -17.6% |
| 3M | -35.9% | +61.6% | -97.5% | -45.8% |
| 6M | +103.1% | +98.9% | +4.2% | +57.8% |
| YTD | +130.6% | +32.8% | +97.8% | +105.0% |
| 1Y | +86.1% | +14.7% | +71.4% | +72.4% |
| All | +296.4% | -2.3% | +298.7% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling