-42.6%
GFS vs ARMK
+90.4%
-133.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.9% | -6.0% | -7.5% |
| 7D | -20.7% | -10.2% | -10.5% | -15.1% |
| 30D | -25.2% | -9.3% | -15.9% | -20.3% |
| 3M | -26.3% | -11.4% | -14.9% | -20.6% |
| 6M | -50.7% | +11.6% | -62.3% | -54.2% |
| YTD | +4.5% | +37.5% | -32.9% | -15.2% |
| 1Y | +2.5% | +34.9% | -32.5% | -16.2% |
| 3Y | -30.9% | +83.4% | -114.4% | -54.9% |
| 5Y | -42.6% | +87.9% | -130.5% | -67.6% |
| All | -42.6% | +90.4% | -133.0% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling