+86.1%
ARM vs GWRE
-25.4%
+111.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -19.9% | +23.9% | +4.2% |
| 7D | +5.5% | -21.1% | +26.6% | +5.8% |
| 30D | -8.2% | +1.3% | -9.5% | -8.9% |
| 3M | -35.9% | +7.4% | -43.4% | -35.7% |
| 6M | +103.1% | +5.6% | +97.5% | +103.8% |
| YTD | +130.6% | -19.2% | +149.8% | +137.2% |
| 1Y | +86.1% | -25.1% | +111.2% | +96.3% |
| All | +86.1% | -25.4% | +111.5% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling