+480.5%
GME vs ARMK
+125.8%
+354.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +4.8% | -0.7% | +5.5% | +4.9% |
| 30D | -4.3% | -1.3% | -2.9% | -4.1% |
| 3M | +35.3% | -2.5% | +37.8% | +35.6% |
| 6M | +4.7% | +20.8% | -16.1% | -2.6% |
| YTD | +26.6% | +48.2% | -21.5% | +9.6% |
| 1Y | +18.3% | +45.7% | -27.4% | +2.8% |
| 3Y | +102.8% | +96.6% | +6.2% | +54.3% |
| 5Y | -48.9% | +106.6% | -155.5% | -61.5% |
| 10Y | +480.5% | +132.6% | +347.9% | +271.9% |
| All | +480.5% | +125.8% | +354.7% | +271.9% |
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