+437.1%
GS vs ARMK
+131.1%
+306.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +5.1% | +7.1% | -2.0% | +2.3% |
| 30D | +2.4% | -1.6% | +4.1% | +2.9% |
| 3M | -11.5% | -10.5% | -0.9% | -7.8% |
| 6M | -2.5% | +11.8% | -14.3% | -7.3% |
| YTD | +5.5% | +47.3% | -41.8% | -10.3% |
| 1Y | +11.0% | +41.5% | -30.4% | -4.1% |
| 3Y | +200.1% | +95.3% | +104.7% | +125.6% |
| 5Y | +154.7% | +108.1% | +46.5% | +83.4% |
| All | +437.1% | +131.1% | +306.0% | +266.2% |
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