+270.2%
GEN vs ARMK
+317.2%
-47.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -3.5% |
| 7D | +2.3% | -2.6% | +4.9% | +2.7% |
| 30D | +33.1% | -5.2% | +38.2% | +34.1% |
| 3M | +6.5% | -6.5% | +13.0% | +7.5% |
| 6M | +53.8% | +15.3% | +38.5% | +48.6% |
| YTD | +11.2% | +43.6% | -32.4% | +2.6% |
| 1Y | +19.4% | +42.1% | -22.7% | +10.4% |
| 3Y | +81.0% | +94.0% | -13.0% | +57.4% |
| 5Y | +33.4% | +96.3% | -62.8% | +14.6% |
| 10Y | +164.3% | +126.7% | +37.6% | +119.4% |
| All | +270.2% | +317.2% | -47.0% | +207.5% |
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