+141.0%
GS vs ARMK
+90.4%
+50.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.9% | -2.5% | -4.7% |
| 7D | -6.3% | -10.2% | +3.9% | -1.9% |
| 30D | -3.1% | -9.3% | +6.1% | +0.9% |
| 3M | -17.7% | -11.4% | -6.3% | -13.6% |
| 6M | -4.6% | +11.6% | -16.2% | -10.2% |
| YTD | +0.3% | +37.5% | -37.2% | -14.4% |
| 1Y | +11.7% | +34.9% | -23.2% | -4.0% |
| 3Y | +183.6% | +83.4% | +100.1% | +107.9% |
| 5Y | +141.0% | +87.9% | +53.1% | +66.7% |
| All | +141.0% | +90.4% | +50.6% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling