+159.2%
GEN vs ARMK
+130.7%
+28.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | -0.8% | +2.8% | -3.6% | -1.4% |
| 30D | +31.2% | -1.8% | +33.0% | +31.3% |
| 3M | +6.1% | -10.9% | +17.0% | +8.3% |
| 6M | +38.1% | +21.2% | +16.9% | +32.0% |
| YTD | +14.4% | +47.0% | -32.6% | +4.9% |
| 1Y | +15.1% | +42.9% | -27.7% | +6.2% |
| 3Y | +68.5% | +95.0% | -26.5% | +46.2% |
| 5Y | +35.8% | +106.2% | -70.4% | +15.6% |
| All | +159.2% | +130.7% | +28.5% | +119.3% |
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 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