-10.8%
GAP vs ARMK
+350.8%
-361.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -4.5% | -2.4% | -2.1% | -3.2% |
| 30D | +9.0% | 0.0% | +9.0% | +8.5% |
| 3M | +5.0% | +6.7% | -1.7% | +0.8% |
| 6M | -17.8% | +38.8% | -56.6% | -32.2% |
| YTD | -10.4% | +55.2% | -65.6% | -30.7% |
| 1Y | -3.4% | +46.6% | -50.0% | -23.0% |
| 3Y | +111.5% | +112.9% | -1.4% | +33.8% |
| 5Y | +8.8% | +144.0% | -135.1% | -36.2% |
| 10Y | +32.9% | +132.4% | -99.5% | -23.5% |
| All | -10.8% | +350.8% | -361.7% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling