+644.1%
GRMN vs ARMK
+134.7%
+509.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -13.1% | +2.4% | -15.4% | -13.7% |
| 3M | +14.9% | +6.1% | +8.9% | +13.1% |
| 6M | +13.1% | +41.8% | -28.6% | +3.5% |
| YTD | +35.3% | +55.5% | -20.2% | +21.1% |
| 1Y | +16.0% | +49.6% | -33.6% | +4.7% |
| 3Y | +179.6% | +122.8% | +56.8% | +128.3% |
| 5Y | +75.0% | +151.0% | -76.0% | +38.1% |
| 10Y | +644.1% | +137.9% | +506.2% | +505.8% |
| All | +644.1% | +134.7% | +509.4% | +505.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling