+109.1%
ARMK vs GGLL
+188.6%
-79.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.3% |
| 7D | -2.6% | +3.1% | -5.7% | -2.9% |
| 30D | -5.2% | -36.3% | +31.1% | -1.5% |
| 3M | -6.5% | -40.4% | +33.8% | -2.5% |
| 6M | +15.3% | -54.6% | +69.9% | +23.1% |
| YTD | +43.6% | -31.1% | +74.7% | +45.0% |
| 1Y | +42.1% | -19.2% | +61.2% | +40.2% |
| 3Y | +94.0% | +151.5% | -57.5% | +52.2% |
| All | +109.1% | +188.6% | -79.6% | +57.2% |
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 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