+30.4%
GDDY vs ARMK
+160.7%
-130.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +0.6% |
| 7D | -3.2% | +3.1% | -6.3% | -4.3% |
| 30D | +6.8% | -2.8% | +9.6% | +7.7% |
| 3M | +30.5% | +7.6% | +22.9% | +26.5% |
| 6M | +13.3% | +47.9% | -34.6% | -3.5% |
| YTD | -21.0% | +60.0% | -81.0% | -35.1% |
| 1Y | -34.0% | +52.2% | -86.2% | -44.8% |
| 3Y | +33.1% | +131.4% | -98.3% | -9.1% |
| All | +30.4% | +160.7% | -130.3% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling