+117.8%
ARMK vs GGLL
+195.8%
-78.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +4.0% |
| 7D | +0.9% | +6.3% | -5.4% | +0.3% |
| 30D | -0.4% | -35.1% | +34.7% | +3.3% |
| 3M | -2.0% | -37.7% | +35.7% | +1.8% |
| 6M | +22.0% | -54.1% | +76.1% | +30.1% |
| YTD | +49.6% | -29.4% | +79.0% | +50.7% |
| 1Y | +46.4% | -13.4% | +59.8% | +43.4% |
| 3Y | +103.2% | +158.3% | -55.1% | +59.0% |
| All | +117.8% | +195.8% | -78.0% | +63.4% |
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