+222.0%
GLDM vs ARMK
+101.5%
+120.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.9% |
| 7D | +1.9% | -10.2% | +12.1% | +2.0% |
| 30D | -1.7% | -9.3% | +7.6% | -1.6% |
| 3M | -3.5% | -11.4% | +7.9% | -3.4% |
| 6M | -10.1% | +11.6% | -21.7% | -10.1% |
| YTD | -5.0% | +37.5% | -42.5% | -5.2% |
| 1Y | +2.8% | +34.9% | -32.1% | +2.6% |
| 3Y | +105.1% | +83.4% | +21.7% | +104.7% |
| 5Y | +124.3% | +87.9% | +36.4% | +124.0% |
| All | +222.0% | +101.5% | +120.5% | +220.3% |
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