+109.1%
GLD vs ARMK
+101.3%
+7.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.5% |
| 7D | +4.9% | +0.9% | +4.0% | +4.8% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | -4.8% | -2.0% | -2.8% | -4.7% |
| 6M | -12.5% | +22.0% | -34.5% | -14.0% |
| YTD | -4.2% | +49.6% | -53.8% | -7.2% |
| 1Y | +3.0% | +46.4% | -43.3% | 0.0% |
| 3Y | +109.1% | +103.2% | +5.9% | +95.7% |
| All | +109.1% | +101.3% | +7.9% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling