+214.9%
GLD vs ARMK
+317.2%
-102.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.2% | -0.8% |
| 7D | +4.7% | -2.6% | +7.3% | +4.7% |
| 30D | -0.9% | -5.2% | +4.3% | -0.9% |
| 3M | -4.4% | -6.5% | +2.1% | -4.4% |
| 6M | -13.6% | +15.3% | -28.8% | -13.5% |
| YTD | -6.0% | +43.6% | -49.6% | -5.7% |
| 1Y | +1.8% | +42.1% | -40.3% | +2.1% |
| 3Y | +103.2% | +94.0% | +9.2% | +104.8% |
| 5Y | +119.3% | +96.3% | +23.1% | +121.5% |
| 10Y | +199.5% | +126.7% | +72.8% | +205.2% |
| All | +214.9% | +317.2% | -102.3% | +230.4% |
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 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