+256.7%
GNRC vs ARMK
+350.8%
-94.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.7% |
| 7D | +1.9% | -2.4% | +4.3% | +2.8% |
| 30D | -13.8% | 0.0% | -13.8% | -13.8% |
| 3M | -32.6% | +6.7% | -39.3% | -34.2% |
| 6M | -15.2% | +38.8% | -54.0% | -24.9% |
| YTD | +37.4% | +55.2% | -17.8% | +16.9% |
| 1Y | +5.1% | +46.6% | -41.5% | -8.8% |
| 3Y | +57.5% | +112.9% | -55.4% | +18.7% |
| 5Y | -58.7% | +144.0% | -202.7% | -69.9% |
| 10Y | +395.5% | +132.4% | +263.1% | +259.1% |
| All | +256.7% | +350.8% | -94.1% | +118.8% |
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