+133.3%
GME vs ARMK
+350.8%
-217.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +7.2% | -2.4% | +9.6% | +8.0% |
| 30D | +0.8% | 0.0% | +0.8% | +0.6% |
| 3M | -14.0% | +6.7% | -20.6% | -16.0% |
| 6M | -19.7% | +38.8% | -58.5% | -28.6% |
| YTD | -4.6% | +55.2% | -59.8% | -18.4% |
| 1Y | -14.3% | +46.6% | -61.0% | -25.5% |
| 3Y | +4.0% | +112.9% | -108.9% | -22.8% |
| 5Y | -62.2% | +144.0% | -206.2% | -72.7% |
| 10Y | +241.4% | +132.4% | +108.9% | +120.4% |
| All | +133.3% | +350.8% | -217.6% | +28.0% |
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