+38.2%
GEHC vs ARMK
+80.3%
-42.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -3.0% |
| 7D | +7.6% | -2.6% | +10.2% | +8.3% |
| 30D | +27.5% | -5.2% | +32.7% | +29.2% |
| 3M | +17.2% | -6.5% | +23.7% | +19.0% |
| 6M | +33.6% | +15.3% | +18.3% | +24.9% |
| YTD | +0.6% | +43.6% | -43.0% | -13.5% |
| 1Y | +11.3% | +42.1% | -30.8% | -3.9% |
| 3Y | +16.5% | +94.0% | -77.5% | -8.4% |
| All | +38.2% | +80.3% | -42.1% | +9.1% |
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