+199.6%
ARM vs GWRE
+72.1%
+127.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.4% |
| 7D | +9.1% | -2.0% | +11.1% | +9.6% |
| 30D | -19.9% | -4.1% | -15.9% | -19.7% |
| 3M | -31.6% | -13.4% | -18.3% | -31.0% |
| 6M | -13.9% | +26.0% | -39.8% | -23.2% |
| YTD | +74.3% | -21.3% | +95.6% | +83.2% |
| 1Y | +35.8% | -27.5% | +63.3% | +48.2% |
| 3Y | +268.6% | +72.7% | +195.9% | +100.2% |
| All | +199.6% | +72.1% | +127.6% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling