+109.7%
GLD vs ARMK
+106.1%
+3.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -2.0% | +2.8% | -4.8% | -2.1% |
| 30D | -4.4% | -1.8% | -2.7% | -4.4% |
| 3M | -8.9% | -10.9% | +1.9% | -8.4% |
| 6M | -16.0% | +21.2% | -37.2% | -16.9% |
| YTD | -7.9% | +47.0% | -54.9% | -9.7% |
| 1Y | -3.9% | +42.9% | -46.7% | -5.7% |
| 3Y | +103.4% | +95.0% | +8.4% | +95.8% |
| 5Y | +109.7% | +106.2% | +3.5% | +100.1% |
| All | +109.7% | +106.1% | +3.6% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling