+9.4%
GEHC vs ARMK
+42.9%
-33.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.3% | +7.1% | -9.4% | -3.8% |
| 30D | +19.0% | -1.6% | +20.7% | +19.1% |
| 3M | +13.3% | -10.5% | +23.8% | +17.2% |
| 6M | +31.5% | +11.8% | +19.8% | +21.9% |
| YTD | 0.0% | +47.3% | -47.3% | -23.5% |
| 1Y | +9.4% | +41.5% | -32.1% | -13.3% |
| All | +9.4% | +42.9% | -33.5% | -13.3% |
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 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