+307.8%
ARMK vs GWRE
+242.3%
+65.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.8% | +9.2% | +3.3% |
| 7D | +1.7% | -25.6% | +27.2% | +8.3% |
| 30D | +3.1% | -12.2% | +15.3% | +5.2% |
| 3M | +9.2% | +17.7% | -8.5% | +2.5% |
| 6M | +43.7% | -11.3% | +55.0% | +42.7% |
| YTD | +57.4% | -25.5% | +82.9% | +62.9% |
| 1Y | +51.9% | -42.8% | +94.7% | +69.1% |
| 3Y | +125.4% | +59.0% | +66.4% | +75.7% |
| 5Y | +149.1% | +21.6% | +127.5% | +105.2% |
| 10Y | +135.4% | +139.2% | -3.7% | +54.9% |
| All | +307.8% | +242.3% | +65.6% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling