+190.4%
GD vs ARMK
+114.2%
+76.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.5% | -1.3% |
| 7D | -3.9% | -10.2% | +6.3% | -1.2% |
| 30D | +8.1% | -9.3% | +17.4% | +10.7% |
| 3M | -6.8% | -11.4% | +4.6% | -4.1% |
| 6M | +3.0% | +11.6% | -8.6% | -0.5% |
| YTD | +7.8% | +37.5% | -29.7% | -1.8% |
| 1Y | +5.8% | +34.9% | -29.1% | -3.2% |
| 3Y | +55.3% | +83.4% | -28.1% | +28.9% |
| 5Y | +96.7% | +87.9% | +8.8% | +58.9% |
| All | +190.4% | +114.2% | +76.2% | +137.0% |
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