+307.7%
GLW vs ARMK
+91.9%
+215.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.8% | +1.0% |
| 7D | -13.9% | -2.6% | -11.3% | -13.0% |
| 30D | -35.0% | -5.2% | -29.8% | -33.6% |
| 3M | -32.4% | -6.5% | -25.8% | -30.6% |
| 6M | -41.3% | +15.3% | -56.6% | -43.5% |
| YTD | +21.8% | +43.6% | -21.7% | +9.7% |
| 1Y | +21.8% | +42.1% | -20.2% | +9.9% |
| 3Y | +307.7% | +94.0% | +213.7% | +233.0% |
| All | +307.7% | +91.9% | +215.7% | +233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling