+166.2%
GRMN vs ARMK
+101.3%
+65.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.1% |
| 7D | +6.4% | +0.9% | +5.5% | +6.0% |
| 30D | +8.7% | -0.4% | +9.1% | +8.6% |
| 3M | -5.8% | -2.0% | -3.8% | -5.6% |
| 6M | +22.5% | +22.0% | +0.6% | +13.8% |
| YTD | +45.6% | +49.6% | -4.0% | +25.8% |
| 1Y | +47.5% | +46.4% | +1.1% | +28.2% |
| 3Y | +166.2% | +103.2% | +63.0% | +120.6% |
| All | +166.2% | +101.3% | +65.0% | +120.6% |
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