+114.6%
ARMK vs GGLL
+210.8%
-96.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +2.7% | +7.7% | -5.0% | +1.9% |
| 30D | -1.5% | -30.2% | +28.7% | +1.4% |
| 3M | -11.6% | -31.3% | +19.7% | -8.9% |
| 6M | +6.7% | -52.1% | +58.8% | +13.5% |
| YTD | +47.4% | -25.9% | +73.3% | +47.8% |
| 1Y | +41.5% | -8.5% | +49.9% | +38.0% |
| 3Y | +95.5% | +165.5% | -70.0% | +53.0% |
| All | +114.6% | +210.8% | -96.1% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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