-4.6%
GS vs ARMK
+12.8%
-17.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.9% | -2.5% | -5.6% |
| 7D | -6.3% | -10.2% | +3.9% | -4.4% |
| 30D | -3.1% | -9.3% | +6.1% | -1.5% |
| 3M | -17.7% | -11.4% | -6.3% | -15.8% |
| 6M | -4.6% | +11.6% | -16.2% | -4.9% |
| All | -4.6% | +12.8% | -17.4% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling