-12.6%
GPN vs ARMK
+96.6%
-109.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -5.6% | +2.7% | -8.3% | -6.7% |
| 30D | +13.6% | -1.5% | +15.1% | +13.6% |
| 3M | -2.8% | -11.6% | +8.7% | +1.7% |
| 6M | +38.1% | +6.7% | +31.3% | +32.1% |
| YTD | +19.9% | +47.4% | -27.5% | -2.7% |
| 1Y | +23.4% | +41.5% | -18.1% | +2.0% |
| 3Y | -12.6% | +95.5% | -108.2% | -34.9% |
| All | -12.6% | +96.6% | -109.3% | -34.9% |
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