+211.0%
GME vs ARMK
+327.1%
-116.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.6% | +2.8% | -1.2% | +0.8% |
| 30D | -6.2% | -1.8% | -4.4% | -5.8% |
| 3M | +35.8% | -10.9% | +46.6% | +40.2% |
| 6M | +10.3% | +21.2% | -11.0% | +2.3% |
| YTD | +27.2% | +47.0% | -19.8% | +10.3% |
| 1Y | +19.1% | +42.9% | -23.8% | +4.1% |
| 3Y | +103.7% | +95.0% | +8.8% | +55.3% |
| 5Y | -50.0% | +106.2% | -156.2% | -62.2% |
| 10Y | +471.4% | +131.6% | +339.8% | +267.3% |
| All | +211.0% | +327.1% | -116.1% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling