+1,676.6%
GFI vs ARMK
+350.8%
+1,325.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | +3.1% | -2.4% | +5.5% | +3.2% |
| 30D | +27.1% | 0.0% | +27.1% | +27.1% |
| 3M | +21.2% | +6.7% | +14.5% | +20.9% |
| 6M | -4.5% | +38.8% | -43.3% | -5.5% |
| YTD | +11.7% | +55.2% | -43.5% | +10.4% |
| 1Y | +46.0% | +46.6% | -0.6% | +44.4% |
| 3Y | +309.6% | +112.9% | +196.7% | +301.8% |
| 5Y | +506.0% | +144.0% | +362.1% | +495.6% |
| 10Y | +1,009.2% | +132.4% | +876.8% | +936.0% |
| All | +1,676.6% | +350.8% | +1,325.8% | +1,722.3% |
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 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