-33.4%
GLXY vs ARMK
+41.3%
-74.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.1% |
| 7D | +16.9% | +7.1% | +9.8% | +10.9% |
| 30D | -23.0% | -1.6% | -21.3% | -21.2% |
| 3M | -28.0% | -10.5% | -17.4% | -22.2% |
| 6M | -51.6% | +11.8% | -63.4% | -54.8% |
| YTD | -32.1% | +47.3% | -79.4% | -48.4% |
| 1Y | -51.5% | +41.5% | -92.9% | -62.0% |
| All | -33.4% | +41.3% | -74.7% | -41.7% |
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