+57.8%
GD vs ARMK
+96.1%
-38.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +0.6% | +2.8% | -2.1% | +0.1% |
| 30D | +9.5% | -1.8% | +11.2% | +9.7% |
| 3M | -5.8% | -10.9% | +5.0% | -3.9% |
| 6M | +7.7% | +21.2% | -13.5% | +3.1% |
| YTD | +11.1% | +47.0% | -36.0% | +1.6% |
| 1Y | +6.1% | +42.9% | -36.8% | -2.4% |
| All | +57.8% | +96.1% | -38.3% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling