-44.2%
GPN vs ARMK
+147.8%
-192.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.9% |
| 7D | -3.5% | -0.9% | -2.6% | -3.1% |
| 30D | +3.1% | -5.9% | +9.1% | +6.4% |
| 3M | +42.3% | +6.7% | +35.6% | +36.7% |
| 6M | +20.9% | +42.5% | -21.7% | -1.6% |
| YTD | +15.2% | +55.1% | -39.9% | -10.5% |
| 1Y | +5.4% | +50.3% | -44.9% | -16.8% |
| 3Y | -27.4% | +122.2% | -149.6% | -55.4% |
| 5Y | -44.2% | +155.2% | -199.4% | -69.5% |
| All | -44.2% | +147.8% | -192.0% | -69.5% |
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