+33.7%
GAP vs ARMK
+136.6%
-102.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.0% |
| 7D | +1.7% | +1.7% | 0.0% | +0.7% |
| 30D | +9.3% | +3.1% | +6.2% | +6.8% |
| 3M | +6.1% | +9.2% | -3.1% | +0.1% |
| 6M | -2.3% | +43.7% | -46.0% | -22.2% |
| YTD | -10.6% | +57.4% | -68.0% | -32.7% |
| 1Y | -4.4% | +51.9% | -56.3% | -26.6% |
| 3Y | +118.3% | +125.4% | -7.1% | +29.1% |
| 5Y | +12.2% | +149.1% | -136.9% | -37.7% |
| 10Y | +33.7% | +135.4% | -101.7% | -23.6% |
| All | +33.7% | +136.6% | -102.9% | -23.6% |
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