+405.5%
GH vs ARMK
+106.6%
+299.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -2.6% | +2.4% | -5.0% | -3.6% |
| 3M | +25.1% | +6.1% | +19.0% | +22.2% |
| 6M | +78.5% | +41.8% | +36.7% | +57.9% |
| YTD | +59.4% | +55.5% | +3.8% | +36.5% |
| 1Y | +173.9% | +49.6% | +124.3% | +136.5% |
| 3Y | +382.7% | +122.8% | +260.0% | +261.2% |
| 5Y | +24.4% | +151.0% | -126.6% | -9.5% |
| All | +405.5% | +106.6% | +299.0% | +346.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling