+382.5%
GH vs ARMK
+96.8%
+285.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.8% |
| 7D | -11.2% | -0.7% | -10.5% | -11.0% |
| 30D | -7.2% | -1.3% | -5.9% | -6.8% |
| 3M | -7.1% | -2.5% | -4.6% | -6.6% |
| 6M | +62.3% | +20.8% | +41.5% | +51.3% |
| YTD | +52.1% | +48.2% | +3.9% | +32.3% |
| 1Y | +58.6% | +45.7% | +12.9% | +38.5% |
| 3Y | +619.9% | +96.6% | +523.3% | +461.2% |
| 5Y | +49.7% | +106.6% | -56.9% | +14.7% |
| All | +382.5% | +96.8% | +285.6% | +332.4% |
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