+749.5%
GRMN vs ARMK
+350.8%
+398.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -2.9% | -2.4% | -0.5% | -2.3% |
| 30D | -8.4% | 0.0% | -8.5% | -8.6% |
| 3M | +15.0% | +6.7% | +8.3% | +12.9% |
| 6M | +11.2% | +38.8% | -27.6% | +1.9% |
| YTD | +37.7% | +55.2% | -17.5% | +22.7% |
| 1Y | +18.5% | +46.6% | -28.1% | +7.0% |
| 3Y | +175.8% | +112.9% | +62.9% | +125.4% |
| 5Y | +75.1% | +144.0% | -68.9% | +37.2% |
| 10Y | +637.0% | +132.4% | +504.6% | +480.1% |
| All | +749.5% | +350.8% | +398.7% | +493.3% |
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