+13.8%
GIS vs ARMK
+334.6%
-320.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.9% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | +10.1% | -0.4% | +10.4% | +10.0% |
| 3M | -3.7% | -2.0% | -1.7% | -3.6% |
| 6M | +4.3% | +22.0% | -17.7% | +3.1% |
| YTD | -19.8% | +49.6% | -69.4% | -21.5% |
| 1Y | -20.5% | +46.4% | -66.8% | -22.1% |
| 3Y | -38.3% | +103.2% | -141.6% | -40.5% |
| 5Y | -32.2% | +108.1% | -140.3% | -34.9% |
| 10Y | -18.0% | +129.4% | -147.4% | -17.2% |
| All | +13.8% | +334.6% | -320.8% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling