+435.3%
GNRC vs ARMK
+146.1%
+289.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.2% | +1.8% |
| 7D | -0.2% | +3.1% | -3.3% | -1.3% |
| 30D | -15.7% | -2.8% | -12.9% | -14.9% |
| 3M | -27.3% | +7.6% | -34.9% | -29.3% |
| 6M | -12.1% | +47.9% | -59.9% | -23.9% |
| YTD | +37.1% | +60.0% | -22.9% | +15.2% |
| 1Y | -0.5% | +52.2% | -52.7% | -14.9% |
| 3Y | +61.5% | +131.4% | -69.9% | +17.9% |
| 5Y | -58.6% | +163.2% | -221.8% | -70.5% |
| All | +435.3% | +146.1% | +289.3% | +304.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling