+208.4%
GLD vs ARMK
+125.8%
+82.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.7% |
| 7D | +2.8% | -0.7% | +3.5% | +2.8% |
| 30D | -4.0% | -1.3% | -2.6% | -3.9% |
| 3M | -8.2% | -2.5% | -5.8% | -8.2% |
| 6M | -14.8% | +20.8% | -35.6% | -15.0% |
| YTD | -6.8% | +48.2% | -55.0% | -7.0% |
| 1Y | -2.4% | +45.7% | -48.1% | -2.6% |
| 3Y | +105.8% | +96.6% | +9.2% | +105.3% |
| 5Y | +113.3% | +106.6% | +6.7% | +113.1% |
| 10Y | +208.4% | +132.6% | +75.9% | +211.4% |
| All | +208.4% | +125.8% | +82.6% | +211.4% |
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 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