-17.3%
GIS vs ARMK
+131.4%
-148.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -3.4% | +2.7% | -6.0% | -3.4% |
| 30D | +6.9% | -1.5% | +8.4% | +6.9% |
| 3M | -10.1% | -11.6% | +1.4% | -9.8% |
| 6M | +5.9% | +6.7% | -0.9% | +5.6% |
| YTD | -21.1% | +47.4% | -68.5% | -22.1% |
| 1Y | -22.5% | +41.5% | -64.0% | -23.4% |
| 3Y | -39.0% | +95.5% | -134.5% | -40.1% |
| 5Y | -33.3% | +108.4% | -141.7% | -34.8% |
| All | -17.3% | +131.4% | -148.6% | -13.6% |
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