-62.0%
GME vs ARMK
+148.1%
-210.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.1% |
| 7D | +0.4% | +1.7% | -1.3% | -0.4% |
| 30D | -1.4% | +3.1% | -4.5% | -3.3% |
| 3M | -15.1% | +9.2% | -24.4% | -19.4% |
| 6M | -22.5% | +43.7% | -66.2% | -37.3% |
| YTD | -5.9% | +57.4% | -63.3% | -28.2% |
| 1Y | -18.6% | +51.9% | -70.5% | -36.9% |
| 3Y | +6.7% | +125.4% | -118.7% | -44.0% |
| 5Y | -62.0% | +149.1% | -211.1% | -81.4% |
| All | -62.0% | +148.1% | -210.1% | -81.4% |
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