+12.0%
GEHC vs ARMK
+97.6%
-85.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.5% |
| 7D | -5.2% | +1.7% | -6.9% | -5.8% |
| 30D | -7.0% | +3.1% | -10.1% | -8.2% |
| 3M | +3.3% | +9.2% | -5.9% | -0.3% |
| 6M | -10.0% | +43.7% | -53.7% | -21.9% |
| YTD | -18.5% | +57.4% | -75.8% | -31.7% |
| 1Y | -14.4% | +51.9% | -66.3% | -27.4% |
| 3Y | +3.4% | +125.4% | -122.0% | -21.8% |
| All | +12.0% | +97.6% | -85.6% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling