+539.8%
GFI vs ARMK
+147.8%
+392.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -5.1% | -0.9% | -4.2% | -5.0% |
| 30D | +13.4% | -5.9% | +19.4% | +14.7% |
| 3M | +36.2% | +6.7% | +29.5% | +34.4% |
| 6M | -9.8% | +42.5% | -52.4% | -15.7% |
| YTD | +7.7% | +55.1% | -47.5% | -0.6% |
| 1Y | +27.2% | +50.3% | -23.1% | +17.6% |
| 3Y | +300.3% | +122.2% | +178.1% | +238.0% |
| 5Y | +539.8% | +155.2% | +384.6% | +427.6% |
| All | +539.8% | +147.8% | +392.0% | +427.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling