+1.1%
GAP vs ARMK
+130.7%
-129.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -9.3% | +2.8% | -12.1% | -10.9% |
| 30D | -5.5% | -1.8% | -3.7% | -5.1% |
| 3M | +3.5% | -10.9% | +14.4% | +9.7% |
| 6M | +0.7% | +21.2% | -20.5% | -12.0% |
| YTD | -13.4% | +47.0% | -60.4% | -32.7% |
| 1Y | -7.7% | +42.9% | -50.5% | -27.1% |
| 3Y | +74.4% | +95.0% | -20.6% | +11.4% |
| 5Y | +5.3% | +106.2% | -100.9% | -35.4% |
| All | +1.1% | +130.7% | -129.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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