+265.3%
GME vs ARMK
+134.7%
+130.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.7% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +5.9% | +2.4% | +3.5% | +4.8% |
| 3M | -10.7% | +6.1% | -16.8% | -12.7% |
| 6M | -19.8% | +41.8% | -61.6% | -29.1% |
| YTD | -0.9% | +55.5% | -56.5% | -15.3% |
| 1Y | -15.7% | +49.6% | -65.3% | -27.1% |
| 3Y | +12.3% | +122.8% | -110.5% | -18.0% |
| 5Y | -60.1% | +151.0% | -211.1% | -71.3% |
| 10Y | +265.3% | +137.9% | +127.4% | +131.1% |
| All | +265.3% | +134.7% | +130.6% | +131.1% |
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