-19.4%
GFS vs ARMK
+114.7%
-134.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +1.0% | -2.4% | +3.4% | +2.1% |
| 30D | -8.6% | 0.0% | -8.6% | -8.6% |
| 3M | -46.5% | +6.7% | -53.2% | -48.2% |
| 6M | -4.8% | +38.8% | -43.6% | -19.3% |
| YTD | +29.7% | +55.2% | -25.5% | +3.3% |
| 1Y | +35.8% | +46.6% | -10.8% | +11.3% |
| All | -19.4% | +114.7% | -134.1% | -42.0% |
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