-55.0%
GLXY vs ARMK
+40.7%
-95.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.8% | +1.8% |
| 7D | -14.6% | -2.6% | -12.0% | -12.3% |
| 30D | -36.2% | -5.2% | -31.0% | -33.1% |
| 3M | -30.1% | -6.5% | -23.6% | -26.4% |
| 6M | -56.1% | +15.3% | -71.4% | -59.1% |
| YTD | -38.9% | +43.6% | -82.5% | -51.1% |
| 1Y | -55.0% | +42.1% | -97.1% | -64.0% |
| All | -55.0% | +40.7% | -95.7% | -64.0% |
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 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