-7.2%
GLD vs ARMK
+41.8%
-49.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | +2.7% | -7.2% | -4.9% |
| 30D | -5.5% | -1.5% | -4.0% | -5.2% |
| 3M | -10.9% | -11.6% | +0.7% | -9.5% |
| 6M | -17.4% | +6.7% | -24.2% | -18.4% |
| YTD | -10.3% | +47.4% | -57.7% | -16.0% |
| 1Y | -7.2% | +41.5% | -48.6% | -12.5% |
| All | -7.2% | +41.8% | -49.0% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling