+15.5%
GLXY vs ARMK
+48.9%
-33.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.1% |
| 7D | +13.4% | -2.4% | +15.8% | +14.9% |
| 30D | +38.1% | 0.0% | +38.1% | +37.7% |
| 3M | -7.3% | +6.7% | -14.0% | -11.6% |
| 6M | +8.2% | +38.8% | -30.6% | -13.9% |
| YTD | +17.8% | +55.2% | -37.4% | -14.3% |
| 1Y | +14.9% | +46.6% | -31.7% | -11.8% |
| All | +15.5% | +48.9% | -33.4% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling