+486.7%
GS vs ARMK
+123.7%
+363.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.8% | -2.1% |
| 7D | -3.2% | -2.6% | -0.6% | -2.3% |
| 30D | -2.4% | -5.2% | +2.8% | -0.5% |
| 3M | -15.7% | -6.5% | -9.2% | -13.9% |
| 6M | -6.8% | +15.3% | -22.0% | -12.5% |
| YTD | -0.1% | +43.6% | -43.7% | -14.1% |
| 1Y | +12.1% | +42.1% | -30.0% | -3.3% |
| 3Y | +185.8% | +94.0% | +91.8% | +115.6% |
| 5Y | +140.1% | +96.3% | +43.8% | +76.9% |
| All | +486.7% | +123.7% | +363.0% | +305.5% |
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