+232.7%
GLW vs ARMK
+106.7%
+126.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | +7.7% | +2.7% | +5.1% | +6.6% |
| 30D | -18.8% | -1.5% | -17.4% | -18.1% |
| 3M | -27.7% | -11.6% | -16.2% | -23.9% |
| 6M | -44.4% | +6.7% | -51.2% | -45.7% |
| YTD | +31.3% | +47.4% | -16.1% | +12.7% |
| 1Y | +40.0% | +41.5% | -1.4% | +22.0% |
| 3Y | +339.2% | +95.5% | +243.7% | +222.9% |
| All | +232.7% | +106.7% | +126.1% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling