+438.8%
GS vs ARMK
+131.4%
+307.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.9% | +2.7% | +3.2% | +4.8% |
| 30D | +4.3% | -1.5% | +5.8% | +4.8% |
| 3M | -11.7% | -11.6% | -0.1% | -7.6% |
| 6M | -3.2% | +6.7% | -9.9% | -6.2% |
| YTD | +5.8% | +47.4% | -41.6% | -10.0% |
| 1Y | +16.0% | +41.5% | -25.5% | +0.2% |
| 3Y | +199.8% | +95.5% | +104.2% | +125.3% |
| 5Y | +155.5% | +108.4% | +47.1% | +83.9% |
| All | +438.8% | +131.4% | +307.5% | +267.2% |
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