+11.6%
GIS vs ARMK
+327.1%
-315.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -4.6% | +2.8% | -7.4% | -4.7% |
| 30D | +6.6% | -1.8% | +8.4% | +6.6% |
| 3M | -8.1% | -10.9% | +2.8% | -7.7% |
| 6M | +4.9% | +21.2% | -16.3% | +3.8% |
| YTD | -21.4% | +47.0% | -68.4% | -22.9% |
| 1Y | -21.6% | +42.9% | -64.5% | -23.1% |
| 3Y | -39.3% | +95.0% | -134.3% | -41.4% |
| 5Y | -33.2% | +106.2% | -139.4% | -35.8% |
| 10Y | -17.3% | +131.6% | -148.9% | -17.0% |
| All | +11.6% | +327.1% | -315.5% | +2.4% |
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