+174.6%
ARM vs GWW
+113.5%
+61.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.5% | +5.1% |
| 7D | -15.2% | +6.0% | -21.2% | -17.5% |
| 30D | -40.7% | +14.0% | -54.7% | -44.3% |
| 3M | -39.1% | +12.5% | -51.6% | -42.6% |
| 6M | -26.4% | +23.6% | -50.1% | -35.1% |
| YTD | +59.7% | +43.6% | +16.1% | +27.1% |
| 1Y | +10.3% | +52.5% | -42.1% | -16.0% |
| 3Y | +228.9% | +92.6% | +136.3% | +114.4% |
| All | +174.6% | +113.5% | +61.2% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling