+25.7%
GPN vs ARMK
+146.1%
-120.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.3% |
| 7D | -4.3% | +3.1% | -7.4% | -5.5% |
| 30D | 0.0% | -2.8% | +2.8% | +1.1% |
| 3M | +35.8% | +7.6% | +28.2% | +31.4% |
| 6M | +22.0% | +47.9% | -25.9% | +3.2% |
| YTD | +15.2% | +60.0% | -44.8% | -5.6% |
| 1Y | +3.5% | +52.2% | -48.7% | -13.5% |
| 3Y | -26.9% | +131.4% | -158.3% | -49.0% |
| 5Y | -44.2% | +163.2% | -207.4% | -63.1% |
| All | +25.7% | +146.1% | -120.4% | -10.9% |
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