+129.6%
GLD vs ARM
+349.4%
-219.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.8% | -1.0% |
| 7D | -0.5% | +5.5% | -6.0% | -0.7% |
| 30D | +4.4% | -8.2% | +12.6% | +4.7% |
| 3M | -1.1% | -35.9% | +34.8% | 0.0% |
| 6M | -13.8% | +103.1% | -116.9% | -15.2% |
| YTD | +2.6% | +130.6% | -128.0% | +0.7% |
| 1Y | +24.5% | +86.1% | -61.6% | +22.5% |
| All | +129.6% | +349.4% | -219.8% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling