+2.8%
GLD vs ARM
+18.4%
-15.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.3% | +9.0% | +4.1% |
| 7D | -0.3% | -18.7% | +18.4% | +1.5% |
| 30D | -1.9% | -36.7% | +34.8% | +1.8% |
| 3M | -0.4% | -31.6% | +31.2% | +2.3% |
| 6M | -10.2% | -5.6% | -4.5% | -11.1% |
| YTD | -6.0% | +75.5% | -81.5% | -10.8% |
| 1Y | +2.8% | +19.3% | -16.5% | +1.0% |
| All | +2.8% | +18.4% | -15.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling