+378.7%
GH vs ARMK
+122.1%
+256.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -0.1% | -2.4% | +2.4% | +0.8% |
| 30D | -1.1% | 0.0% | -1.1% | -1.3% |
| 3M | +21.3% | +6.7% | +14.6% | +17.9% |
| 6M | +73.5% | +38.8% | +34.7% | +51.7% |
| YTD | +58.0% | +55.2% | +2.8% | +32.3% |
| 1Y | +163.1% | +46.6% | +116.4% | +123.9% |
| All | +378.7% | +122.1% | +256.5% | +235.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling