+426.4%
GD vs ARMK
+350.8%
+75.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.3% | -2.4% | -2.8% | -4.6% |
| 30D | -6.4% | 0.0% | -6.5% | -6.6% |
| 3M | +5.7% | +6.7% | -1.0% | +3.7% |
| 6M | -0.9% | +38.8% | -39.8% | -9.7% |
| YTD | +8.2% | +55.2% | -47.0% | -4.4% |
| 1Y | +13.4% | +46.6% | -33.2% | +1.6% |
| 3Y | +68.5% | +112.9% | -44.4% | +34.2% |
| 5Y | +97.2% | +144.0% | -46.8% | +48.1% |
| 10Y | +190.2% | +132.4% | +57.8% | +119.1% |
| All | +426.4% | +350.8% | +75.5% | +253.2% |
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