-24.9%
GFS vs ARMK
+91.9%
-116.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.5% | +1.8% | +3.9% |
| 7D | -7.8% | -2.6% | -5.2% | -6.4% |
| 30D | -19.7% | -5.2% | -14.5% | -17.1% |
| 3M | -23.1% | -6.5% | -16.6% | -20.3% |
| 6M | -46.4% | +15.3% | -61.6% | -49.9% |
| YTD | +11.0% | +43.6% | -32.6% | -7.6% |
| 1Y | +12.6% | +42.1% | -29.4% | -6.0% |
| 3Y | -24.9% | +94.0% | -118.9% | -39.1% |
| All | -24.9% | +91.9% | -116.9% | -39.1% |
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