+248.5%
GLDM vs ARMK
+127.4%
+121.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | +6.7% | -7.7% | -1.1% |
| 6M | -13.7% | +38.8% | -52.5% | -13.9% |
| YTD | +2.8% | +55.2% | -52.4% | +2.5% |
| 1Y | +24.8% | +46.6% | -21.8% | +24.5% |
| 3Y | +127.8% | +112.9% | +14.9% | +127.2% |
| 5Y | +141.1% | +144.0% | -2.8% | +141.0% |
| All | +248.5% | +127.4% | +121.1% | +246.3% |
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