+14.6%
GAP vs ARMK
+131.1%
-116.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +1.1% |
| 7D | 0.0% | +0.9% | -0.9% | -0.9% |
| 30D | -4.3% | -0.4% | -3.9% | -4.7% |
| 3M | +9.4% | -2.0% | +11.4% | +9.2% |
| 6M | -3.3% | +22.0% | -25.2% | -15.7% |
| YTD | -10.5% | +49.6% | -60.1% | -31.2% |
| 1Y | -2.4% | +46.4% | -48.7% | -23.9% |
| 3Y | +80.1% | +103.2% | -23.1% | +12.3% |
| 5Y | +6.5% | +108.1% | -101.7% | -35.0% |
| 10Y | +14.6% | +129.4% | -114.8% | -33.5% |
| All | +14.6% | +131.1% | -116.5% | -33.5% |
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