-7.2%
GLD vs ARM
+29.6%
-36.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.5% |
| 7D | -4.6% | +9.1% | -13.7% | -5.3% |
| 30D | -5.5% | -19.9% | +14.5% | -3.9% |
| 3M | -10.9% | -31.6% | +20.7% | -8.6% |
| 6M | -17.4% | -13.9% | -3.6% | -17.7% |
| YTD | -10.3% | +74.3% | -84.6% | -14.8% |
| 1Y | -7.2% | +35.8% | -43.0% | -11.9% |
| All | -7.2% | +29.6% | -36.8% | -11.9% |
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