+214.2%
ARM vs GWW
+123.0%
+91.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.3% |
| 7D | +19.8% | +3.7% | +16.1% | +17.9% |
| 30D | -21.8% | +13.6% | -35.4% | -26.3% |
| 3M | -26.5% | +15.4% | -41.9% | -31.4% |
| 6M | -3.9% | +21.8% | -25.7% | -13.7% |
| YTD | +82.8% | +50.0% | +32.7% | +42.5% |
| 1Y | +34.3% | +60.2% | -25.9% | -0.1% |
| 3Y | +282.2% | +94.4% | +187.9% | +149.4% |
| All | +214.2% | +123.0% | +91.2% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling