+3.7%
GS vs ARMK
+16.7%
-13.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.2% | +7.7% | +4.2% |
| 7D | +0.3% | -5.8% | +6.1% | +1.3% |
| 30D | +3.9% | -5.3% | +9.1% | +4.7% |
| 3M | -11.4% | -6.7% | -4.7% | -10.2% |
| 6M | +3.7% | +17.4% | -13.7% | +3.3% |
| All | +3.7% | +16.7% | -13.0% | +3.3% |
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