+7.1%
GAP vs ARMK
+96.3%
-89.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -6.7% |
| 7D | -3.8% | -2.6% | -1.1% | -2.6% |
| 30D | -9.0% | -5.2% | -3.8% | -6.8% |
| 3M | +5.5% | -6.5% | +12.0% | +8.3% |
| 6M | -11.1% | +15.3% | -26.3% | -20.6% |
| YTD | -13.6% | +43.6% | -57.1% | -33.6% |
| 1Y | -2.9% | +42.1% | -44.9% | -24.8% |
| 3Y | +69.6% | +94.0% | -24.4% | +0.8% |
| All | +7.1% | +96.3% | -89.2% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling