+108.5%
GLD vs ARM
+223.5%
-115.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.6% |
| 7D | +2.8% | -10.4% | +13.2% | +3.2% |
| 30D | -4.0% | -31.8% | +27.9% | -2.7% |
| 3M | -8.2% | -32.2% | +24.0% | -7.1% |
| 6M | -14.8% | -14.9% | +0.1% | -14.4% |
| YTD | -6.8% | +66.0% | -72.8% | -7.6% |
| 1Y | -2.4% | +17.2% | -19.6% | -2.8% |
| 3Y | +105.8% | +247.2% | -141.5% | +107.4% |
| All | +108.5% | +223.5% | -115.0% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling