+199.0%
GS vs ARMK
+100.8%
+98.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.8% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | +1.7% | -1.3% | +3.0% | +2.0% |
| 3M | -11.6% | -2.5% | -9.1% | -11.1% |
| 6M | -1.9% | +20.8% | -22.7% | -10.3% |
| YTD | +5.1% | +48.2% | -43.1% | -12.2% |
| 1Y | +16.4% | +45.7% | -29.3% | -2.1% |
| 3Y | +199.0% | +96.6% | +102.4% | +132.9% |
| All | +199.0% | +100.8% | +98.2% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling