+368.0%
GDDY vs ARMK
+181.7%
+186.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.2% |
| 7D | -8.1% | +0.3% | -8.5% | -8.3% |
| 30D | +2.3% | +2.4% | -0.1% | +1.1% |
| 3M | +14.7% | +6.1% | +8.7% | +12.0% |
| 6M | +2.1% | +41.8% | -39.7% | -10.3% |
| YTD | -24.6% | +55.5% | -80.1% | -36.0% |
| 1Y | -37.1% | +49.6% | -86.7% | -46.0% |
| 3Y | +25.5% | +122.8% | -97.3% | -7.7% |
| 5Y | +24.2% | +151.0% | -126.8% | -13.6% |
| 10Y | +191.6% | +138.0% | +53.6% | +87.5% |
| All | +368.0% | +181.7% | +186.3% | +175.3% |
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