+212.7%
GPN vs ARMK
+350.8%
-138.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.8% |
| 30D | +5.8% | 0.0% | +5.8% | +5.5% |
| 3M | +37.0% | +6.7% | +30.3% | +33.0% |
| 6M | +20.1% | +38.8% | -18.7% | +4.0% |
| YTD | +20.4% | +55.2% | -34.8% | -0.4% |
| 1Y | +7.4% | +46.6% | -39.2% | -9.1% |
| 3Y | -26.1% | +112.9% | -139.0% | -47.0% |
| 5Y | -38.5% | +144.0% | -182.5% | -58.6% |
| 10Y | +28.4% | +132.4% | -104.0% | -12.7% |
| All | +212.7% | +350.8% | -138.1% | +79.1% |
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