+606.9%
GEV vs ARMK
+87.3%
+519.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -1.9% | -0.9% | -1.0% | -1.5% |
| 30D | -8.7% | -5.9% | -2.7% | -6.0% |
| 3M | +6.6% | +6.7% | -0.1% | +3.4% |
| 6M | +10.2% | +42.5% | -32.3% | -7.4% |
| YTD | +41.6% | +55.1% | -13.5% | +13.2% |
| 1Y | +43.9% | +50.3% | -6.4% | +16.5% |
| All | +606.9% | +87.3% | +519.6% | +406.2% |
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