+305.8%
GFI vs ARMK
+121.1%
+184.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | +14.4% | +2.4% | +12.1% | +13.7% |
| 3M | +32.5% | +6.1% | +26.5% | +30.8% |
| 6M | -7.2% | +41.8% | -48.9% | -13.7% |
| YTD | +10.9% | +55.5% | -44.7% | +2.0% |
| 1Y | +35.5% | +49.6% | -14.1% | +24.9% |
| All | +305.8% | +121.1% | +184.7% | +223.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling