+478.5%
GS vs ARMK
+131.1%
+347.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +3.0% |
| 7D | +0.8% | +0.9% | -0.1% | +0.4% |
| 30D | +1.2% | -0.4% | +1.6% | +1.2% |
| 3M | -12.4% | -2.0% | -10.4% | -12.1% |
| 6M | -2.3% | +22.0% | -24.3% | -10.3% |
| YTD | +4.6% | +49.6% | -45.0% | -11.5% |
| 1Y | +17.5% | +46.4% | -28.8% | +0.2% |
| 3Y | +202.0% | +103.2% | +98.8% | +123.9% |
| 5Y | +152.4% | +108.1% | +44.2% | +81.8% |
| 10Y | +478.5% | +129.4% | +349.1% | +292.8% |
| All | +478.5% | +131.1% | +347.4% | +292.8% |
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