-32.0%
GFS vs ARMK
+107.5%
-139.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +2.3% |
| 7D | -3.1% | +0.9% | -4.1% | -3.4% |
| 30D | -16.0% | -0.4% | -15.7% | -15.4% |
| 3M | -24.7% | -2.0% | -22.7% | -23.6% |
| 6M | -45.1% | +22.0% | -67.1% | -51.7% |
| YTD | +16.5% | +49.6% | -33.1% | -10.2% |
| 1Y | +19.3% | +46.4% | -27.0% | -6.9% |
| 3Y | -20.0% | +103.2% | -123.2% | -50.9% |
| 5Y | -32.0% | +108.1% | -140.2% | -63.6% |
| All | -32.0% | +107.5% | -139.6% | -63.6% |
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