+183.2%
GRMN vs ARMK
+125.3%
+57.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +0.2% | +1.7% | -1.5% | -0.3% |
| 30D | -11.3% | +3.1% | -14.4% | -12.3% |
| 3M | +17.7% | +9.2% | +8.5% | +14.2% |
| 6M | +14.2% | +43.7% | -29.5% | +0.6% |
| YTD | +37.0% | +57.4% | -20.3% | +17.0% |
| 1Y | +17.0% | +51.9% | -34.9% | +1.0% |
| 3Y | +183.2% | +125.4% | +57.8% | +121.1% |
| All | +183.2% | +125.3% | +57.9% | +121.1% |
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 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