-14.4%
GEHC vs ARMK
+50.1%
-64.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.0% |
| 6M | -10.0% | +43.7% | -53.7% | -25.5% |
| YTD | -18.5% | +57.4% | -75.8% | -36.4% |
| 1Y | -14.4% | +51.9% | -66.3% | -32.3% |
| All | -14.4% | +50.1% | -64.5% | -32.3% |
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