+219.4%
GLDM vs ARMK
+110.4%
+109.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -0.8% |
| 7D | +4.7% | -2.6% | +7.3% | +4.7% |
| 30D | -0.9% | -5.2% | +4.3% | -0.8% |
| 3M | -4.3% | -6.5% | +2.2% | -4.3% |
| 6M | -13.4% | +15.3% | -28.7% | -13.5% |
| YTD | -5.8% | +43.6% | -49.4% | -6.0% |
| 1Y | +2.1% | +42.1% | -40.0% | +1.9% |
| 3Y | +105.0% | +94.0% | +11.0% | +104.5% |
| 5Y | +122.5% | +96.3% | +26.2% | +122.1% |
| All | +219.4% | +110.4% | +109.0% | +217.6% |
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