+292.2%
GLW vs ARM
+232.1%
+60.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.7% | +2.6% | +7.4% |
| 7D | -5.9% | -5.3% | -0.6% | -4.2% |
| 30D | -26.0% | -30.0% | +4.0% | -18.6% |
| 3M | -29.9% | -34.1% | +4.2% | -21.8% |
| 6M | -37.8% | -12.6% | -25.1% | -34.7% |
| YTD | +33.1% | +70.4% | -37.3% | +23.6% |
| 1Y | +36.8% | +22.3% | +14.6% | +33.8% |
| 3Y | +356.1% | +261.2% | +94.9% | +295.1% |
| All | +292.2% | +232.1% | +60.1% | +242.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling