+17.7%
GFS vs ARMK
+41.1%
-23.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.2% | -1.8% | -4.4% |
| 7D | -12.5% | -5.8% | -6.7% | -10.4% |
| 30D | -16.9% | -5.3% | -11.7% | -15.0% |
| 3M | -22.3% | -6.7% | -15.5% | -19.9% |
| 6M | -40.2% | +17.4% | -57.6% | -41.1% |
| YTD | +16.0% | +43.0% | -27.0% | +10.9% |
| 1Y | +17.7% | +40.3% | -22.7% | +12.7% |
| All | +17.7% | +41.1% | -23.4% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling