+193.0%
ARM vs GWW
+114.9%
+78.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.4% |
| 7D | -5.3% | +5.3% | -10.6% | -7.5% |
| 30D | -30.0% | +12.4% | -42.5% | -33.8% |
| 3M | -34.1% | +13.7% | -47.8% | -38.1% |
| 6M | -12.6% | +18.0% | -30.7% | -20.4% |
| YTD | +70.4% | +44.6% | +25.9% | +35.2% |
| 1Y | +22.3% | +53.1% | -30.8% | -7.0% |
| 3Y | +261.2% | +90.2% | +171.0% | +137.4% |
| All | +193.0% | +114.9% | +78.1% | +80.7% |
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