+144.5%
ARMK vs GPC
+30.9%
+113.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | 0.0% | +6.0% | -5.9% | -2.0% |
| 3M | +6.7% | +42.6% | -36.0% | -6.7% |
| 6M | +38.8% | +22.8% | +16.1% | +27.9% |
| YTD | +55.2% | +15.5% | +39.7% | +44.4% |
| 1Y | +46.6% | +2.0% | +44.6% | +43.3% |
| 3Y | +112.9% | -1.4% | +114.3% | +104.8% |
| All | +144.5% | +30.9% | +113.6% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling