+144.3%
ARMK vs GWRE
+131.0%
+13.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | +3.1% | -13.2% | +16.4% | +6.5% |
| 30D | -2.8% | -18.6% | +15.8% | +0.9% |
| 3M | +7.6% | +18.9% | -11.3% | +0.4% |
| 6M | +47.9% | -11.0% | +58.8% | +46.3% |
| YTD | +60.0% | -29.9% | +89.9% | +68.4% |
| 1Y | +52.2% | -44.3% | +96.6% | +71.3% |
| 3Y | +131.4% | +51.7% | +79.7% | +78.3% |
| 5Y | +163.2% | +15.4% | +147.8% | +117.1% |
| All | +144.3% | +131.0% | +13.3% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling