+211.6%
GM vs ARMK
+131.4%
+80.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.2% | +2.7% | -2.9% | -1.3% |
| 30D | +3.6% | -1.5% | +5.0% | +3.7% |
| 3M | -0.2% | -11.6% | +11.3% | +4.9% |
| 6M | +13.9% | +6.7% | +7.2% | +9.6% |
| YTD | +6.5% | +47.4% | -41.0% | -12.3% |
| 1Y | +20.7% | +41.5% | -20.8% | +1.3% |
| 3Y | +229.5% | +95.5% | +133.9% | +131.8% |
| 5Y | +41.5% | +108.4% | -66.9% | -4.3% |
| All | +211.6% | +131.4% | +80.2% | +90.8% |
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