-10.3%
GFS vs ARMK
+118.5%
-128.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +7.4% | +2.7% | +4.7% | +5.6% |
| 30D | -15.3% | -1.5% | -13.8% | -14.0% |
| 3M | -21.1% | -11.6% | -9.5% | -14.7% |
| 6M | -44.5% | +6.7% | -51.2% | -46.8% |
| YTD | +19.2% | +47.4% | -28.2% | -7.6% |
| 1Y | +27.2% | +41.5% | -14.2% | +1.0% |
| 3Y | -20.1% | +95.5% | -115.7% | -50.2% |
| 5Y | -25.6% | +108.4% | -134.0% | -53.9% |
| All | -10.3% | +118.5% | -128.8% | -46.9% |
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