+620.7%
GEV vs ARMK
+87.4%
+533.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +3.3% | -2.4% | +5.7% | +4.4% |
| 30D | -7.5% | 0.0% | -7.5% | -7.4% |
| 3M | -2.2% | +6.7% | -8.8% | -5.1% |
| 6M | +12.1% | +38.8% | -26.7% | -4.6% |
| YTD | +44.4% | +55.2% | -10.8% | +15.4% |
| 1Y | +57.7% | +46.6% | +11.0% | +29.5% |
| All | +620.7% | +87.4% | +533.3% | +415.9% |
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