+837.6%
GLW vs ARMK
+136.6%
+701.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.4% | +6.1% | +7.1% |
| 7D | +14.0% | +1.7% | +12.3% | +13.4% |
| 30D | +0.4% | +3.1% | -2.8% | -0.7% |
| 3M | -11.3% | +9.2% | -20.6% | -13.9% |
| 6M | +35.1% | +43.7% | -8.6% | +19.6% |
| YTD | +90.5% | +57.4% | +33.2% | +63.2% |
| 1Y | +132.0% | +51.9% | +80.2% | +100.7% |
| 3Y | +463.3% | +125.4% | +337.9% | +319.6% |
| 5Y | +382.5% | +149.1% | +233.4% | +243.1% |
| 10Y | +837.6% | +135.4% | +702.2% | +628.2% |
| All | +837.6% | +136.6% | +701.0% | +628.2% |
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