+125.9%
ARMK vs GGLL
+328.7%
-202.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.6% |
| 7D | -2.4% | -4.8% | +2.4% | -1.9% |
| 30D | 0.0% | -13.7% | +13.7% | +1.4% |
| 3M | +6.7% | -21.9% | +28.5% | +8.6% |
| 6M | +38.8% | +11.7% | +27.2% | +34.8% |
| YTD | +55.2% | +2.3% | +52.9% | +51.8% |
| 1Y | +46.6% | +76.2% | -29.6% | +33.0% |
| 3Y | +112.9% | +245.0% | -132.1% | +63.9% |
| All | +125.9% | +328.7% | -202.7% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling