+1,010.9%
GFI vs ARMK
+146.1%
+864.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.4% | -1.4% |
| 7D | -4.9% | +3.1% | -8.0% | -5.0% |
| 30D | +10.7% | -2.8% | +13.5% | +10.9% |
| 3M | +25.6% | +7.6% | +18.0% | +25.1% |
| 6M | -8.3% | +47.9% | -56.2% | -10.2% |
| YTD | +6.3% | +60.0% | -53.7% | +3.8% |
| 1Y | +22.1% | +52.2% | -30.2% | +19.4% |
| 3Y | +289.2% | +131.4% | +157.8% | +273.4% |
| 5Y | +531.7% | +163.2% | +368.4% | +505.1% |
| All | +1,010.9% | +146.1% | +864.8% | +939.0% |
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