-14.3%
GME vs ARMK
+47.4%
-61.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +7.2% | -2.4% | +9.6% | +7.3% |
| 30D | +0.8% | 0.0% | +0.8% | +0.8% |
| 3M | -14.0% | +6.7% | -20.6% | -14.0% |
| 6M | -19.7% | +38.8% | -58.5% | -22.1% |
| YTD | -4.6% | +55.2% | -59.8% | -8.4% |
| 1Y | -14.3% | +46.6% | -61.0% | -15.8% |
| All | -14.3% | +47.4% | -61.8% | -15.8% |
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 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