-20.8%
GIS vs ARMK
+138.5%
-159.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -8.4% | -0.9% | -7.5% | -8.4% |
| 30D | -5.2% | -5.9% | +0.8% | -5.0% |
| 3M | +8.2% | +6.7% | +1.5% | +7.9% |
| 6M | -12.0% | +42.5% | -54.6% | -13.0% |
| YTD | -18.9% | +55.1% | -74.0% | -20.0% |
| 1Y | -23.6% | +50.3% | -73.9% | -24.6% |
| 3Y | -37.6% | +122.2% | -159.8% | -39.0% |
| 5Y | -25.2% | +155.2% | -180.4% | -27.1% |
| All | -20.8% | +138.5% | -159.4% | -17.4% |
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