+542.4%
GLW vs ARMK
+131.1%
+411.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.2% | +5.1% | +7.8% |
| 7D | -5.9% | +0.9% | -6.8% | -5.9% |
| 30D | -26.0% | -0.4% | -25.6% | -25.6% |
| 3M | -29.9% | -2.0% | -27.9% | -29.2% |
| 6M | -37.8% | +22.0% | -59.7% | -41.8% |
| YTD | +33.1% | +49.6% | -16.5% | +16.4% |
| 1Y | +36.8% | +46.4% | -9.5% | +20.3% |
| 3Y | +356.1% | +103.2% | +252.9% | +253.4% |
| 5Y | +243.8% | +108.1% | +135.7% | +160.1% |
| 10Y | +542.4% | +129.4% | +413.0% | +400.4% |
| All | +542.4% | +131.1% | +411.3% | +400.4% |
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 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