-50.5%
GME vs ARMK
+107.5%
-158.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | -0.2% |
| 7D | +5.8% | +0.9% | +4.9% | +5.2% |
| 30D | -3.7% | -0.4% | -3.3% | -3.8% |
| 3M | +33.6% | -2.0% | +35.5% | +33.4% |
| 6M | +5.4% | +22.0% | -16.6% | -7.2% |
| YTD | +27.4% | +49.6% | -22.2% | -1.1% |
| 1Y | +19.0% | +46.4% | -27.3% | -6.7% |
| 3Y | +101.5% | +103.2% | -1.7% | +11.9% |
| 5Y | -50.5% | +108.1% | -158.6% | -75.3% |
| All | -50.5% | +107.5% | -158.0% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling