-55.2%
GLXY vs ARMK
+41.1%
-96.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -4.2% | -12.8% | -13.9% |
| 7D | -26.8% | -5.8% | -21.0% | -23.1% |
| 30D | -38.3% | -5.3% | -33.1% | -35.3% |
| 3M | -36.9% | -6.7% | -30.2% | -33.5% |
| 6M | -52.1% | +17.4% | -69.5% | -56.0% |
| YTD | -37.5% | +43.0% | -80.5% | -50.1% |
| 1Y | -55.2% | +40.3% | -95.5% | -64.1% |
| All | -55.2% | +41.1% | -96.3% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling