-2.4%
GFS vs ARMK
+130.0%
-132.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | +1.0% | -2.4% | +3.4% | +2.4% |
| 30D | -8.6% | 0.0% | -8.6% | -8.8% |
| 3M | -46.5% | +6.7% | -53.2% | -48.8% |
| 6M | -4.8% | +38.8% | -43.6% | -23.0% |
| YTD | +29.7% | +55.2% | -25.5% | -3.0% |
| 1Y | +35.8% | +46.6% | -10.8% | +5.1% |
| 3Y | -18.3% | +112.9% | -131.2% | -52.1% |
| All | -2.4% | +130.0% | -132.4% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling