-22.8%
GIS vs ARMK
+148.1%
-171.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | -8.3% | +1.7% | -10.0% | -8.4% |
| 30D | +2.2% | +3.1% | -0.9% | +1.9% |
| 3M | +15.7% | +9.2% | +6.5% | +14.7% |
| 6M | -12.0% | +43.7% | -55.6% | -15.0% |
| YTD | -15.0% | +57.4% | -72.3% | -18.6% |
| 1Y | -20.1% | +51.9% | -72.0% | -23.4% |
| 3Y | -34.6% | +125.4% | -160.0% | -39.5% |
| 5Y | -22.8% | +149.1% | -171.9% | -30.1% |
| All | -22.8% | +148.1% | -171.0% | -30.1% |
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