+6.7%
GME vs ARMK
+125.3%
-118.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | +0.4% | +1.7% | -1.3% | +0.2% |
| 30D | -1.4% | +3.1% | -4.5% | -1.9% |
| 3M | -15.1% | +9.2% | -24.4% | -16.2% |
| 6M | -22.5% | +43.7% | -66.2% | -27.1% |
| YTD | -5.9% | +57.4% | -63.3% | -13.0% |
| 1Y | -18.6% | +51.9% | -70.5% | -24.4% |
| 3Y | +6.7% | +125.4% | -118.7% | -13.5% |
| All | +6.7% | +125.3% | -118.6% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling