-12.5%
GDDY vs ARMK
+41.1%
-53.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.2% | +8.5% | +3.9% |
| 7D | +11.1% | -5.8% | +16.9% | +10.4% |
| 30D | +18.6% | -5.3% | +23.9% | +18.0% |
| 3M | +32.8% | -6.7% | +39.5% | +31.8% |
| 6M | +34.0% | +17.4% | +16.7% | +29.8% |
| YTD | -4.6% | +43.0% | -47.7% | -12.8% |
| 1Y | -12.5% | +40.3% | -52.8% | -19.5% |
| All | -12.5% | +41.1% | -53.6% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling