+315.5%
ARM vs GWRE
+54.7%
+260.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +2.1% |
| 7D | +12.5% | -26.2% | +38.7% | +19.1% |
| 30D | -1.4% | -17.8% | +16.4% | +1.2% |
| 3M | -18.7% | +14.2% | -32.9% | -26.2% |
| 6M | +124.6% | -12.9% | +137.5% | +124.5% |
| YTD | +141.7% | -29.2% | +171.0% | +162.4% |
| 1Y | +87.7% | -44.4% | +132.1% | +128.4% |
| All | +315.5% | +54.7% | +260.8% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling