-56.1%
GNRC vs ARMK
+106.7%
-162.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +7.9% | +2.7% | +5.2% | +6.2% |
| 30D | -3.7% | -1.5% | -2.2% | -2.4% |
| 3M | -11.9% | -11.6% | -0.4% | -4.5% |
| 6M | -28.6% | +6.7% | -35.4% | -31.6% |
| YTD | +39.9% | +47.4% | -7.5% | +7.5% |
| 1Y | +23.4% | +41.5% | -18.1% | -2.6% |
| 3Y | +84.2% | +95.5% | -11.3% | +9.2% |
| All | -56.1% | +106.7% | -162.8% | -77.0% |
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 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