+85.7%
ARMK vs GGLL
+151.4%
-65.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | -3.6% |
| 7D | -10.2% | -1.3% | -8.9% | -10.1% |
| 30D | -9.3% | -36.3% | +27.0% | -7.0% |
| 3M | -11.4% | -42.7% | +31.3% | -8.6% |
| 6M | +11.6% | -53.1% | +64.7% | +16.5% |
| YTD | +37.5% | -32.1% | +69.6% | +38.3% |
| 1Y | +34.9% | -20.1% | +55.0% | +33.7% |
| All | +85.7% | +151.4% | -65.7% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling