+23.8%
GH vs ARMK
+148.1%
-124.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.0% |
| 7D | -2.1% | +1.7% | -3.8% | -3.0% |
| 30D | -4.5% | +3.1% | -7.6% | -6.4% |
| 3M | +28.9% | +9.2% | +19.7% | +22.0% |
| 6M | +76.5% | +43.7% | +32.8% | +42.6% |
| YTD | +57.6% | +57.4% | +0.2% | +20.6% |
| 1Y | +167.5% | +51.9% | +115.7% | +106.8% |
| 3Y | +377.4% | +125.4% | +252.0% | +173.2% |
| 5Y | +23.8% | +149.1% | -125.3% | -29.5% |
| All | +23.8% | +148.1% | -124.3% | -29.5% |
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