+22.6%
GIS vs ARMK
+350.8%
-328.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -7.8% | -2.4% | -5.4% | -7.7% |
| 30D | +6.6% | 0.0% | +6.5% | +6.5% |
| 3M | +21.0% | +6.7% | +14.3% | +20.6% |
| 6M | -9.1% | +38.8% | -47.9% | -10.6% |
| YTD | -13.6% | +55.2% | -68.8% | -15.5% |
| 1Y | -18.0% | +46.6% | -64.6% | -19.6% |
| 3Y | -33.7% | +112.9% | -146.6% | -36.1% |
| 5Y | -19.4% | +144.0% | -163.4% | -23.1% |
| 10Y | -21.3% | +132.4% | -153.7% | -20.1% |
| All | +22.6% | +350.8% | -328.2% | +12.3% |
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