-28.2%
GPN vs ARMK
+121.1%
-149.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | -6.2% | +0.3% | -6.6% | -6.4% |
| 30D | +1.0% | +2.4% | -1.3% | -0.4% |
| 3M | +36.9% | +6.1% | +30.8% | +32.6% |
| 6M | +16.8% | +41.8% | -25.0% | -2.7% |
| YTD | +13.2% | +55.5% | -42.3% | -9.9% |
| 1Y | +1.4% | +49.6% | -48.1% | -17.8% |
| All | -28.2% | +121.1% | -149.3% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling