+211.5%
GPN vs ARMK
+328.3%
-116.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.7% |
| 3M | -2.8% | -11.6% | +8.7% | +1.4% |
| 6M | +38.1% | +6.7% | +31.3% | +33.0% |
| YTD | +19.9% | +47.4% | -27.5% | +0.6% |
| 1Y | +23.4% | +41.5% | -18.1% | +5.3% |
| 3Y | -12.6% | +95.5% | -108.2% | -35.5% |
| 5Y | -26.6% | +108.4% | -135.0% | -47.8% |
| 10Y | +40.4% | +132.3% | -91.8% | -5.5% |
| All | +211.5% | +328.3% | -116.8% | +80.9% |
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 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