+188.5%
GD vs ARMK
+123.7%
+64.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.8% |
| 7D | -5.0% | -2.6% | -2.3% | -4.4% |
| 30D | +8.9% | -5.2% | +14.1% | +10.3% |
| 3M | -8.0% | -6.5% | -1.5% | -6.8% |
| 6M | +2.9% | +15.3% | -12.4% | -1.5% |
| YTD | +7.1% | +43.6% | -36.5% | -3.5% |
| 1Y | +5.9% | +42.1% | -36.1% | -4.4% |
| 3Y | +53.9% | +94.0% | -40.1% | +25.8% |
| 5Y | +95.4% | +96.3% | -0.8% | +56.0% |
| All | +188.5% | +123.7% | +64.8% | +132.8% |
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