-36.4%
GLXY vs ARMK
+43.6%
-79.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +2.9% |
| 7D | -0.5% | +0.9% | -1.5% | -0.6% |
| 30D | -28.6% | -0.4% | -28.3% | -27.7% |
| 3M | -28.1% | -2.0% | -26.1% | -26.6% |
| 6M | -52.0% | +22.0% | -74.0% | -57.9% |
| YTD | -35.1% | +49.6% | -84.7% | -51.2% |
| 1Y | -54.0% | +46.4% | -100.4% | -64.9% |
| All | -36.4% | +43.6% | -79.9% | -44.9% |
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