+199.6%
ARM vs GWW
+121.0%
+78.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.2% |
| 7D | +9.1% | +3.6% | +5.6% | +7.4% |
| 30D | -19.9% | +12.1% | -32.1% | -24.1% |
| 3M | -31.6% | +12.9% | -44.5% | -35.5% |
| 6M | -13.9% | +19.3% | -33.2% | -21.8% |
| YTD | +74.3% | +48.7% | +25.6% | +36.5% |
| 1Y | +35.8% | +60.5% | -24.7% | +0.6% |
| 3Y | +268.6% | +93.3% | +175.3% | +141.0% |
| All | +199.6% | +121.0% | +78.6% | +82.5% |
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 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