+688.5%
GS vs ARMK
+350.8%
+337.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | +0.9% | -2.4% | +3.3% | +1.9% |
| 30D | -1.6% | 0.0% | -1.6% | -1.8% |
| 3M | -4.5% | +6.7% | -11.1% | -7.2% |
| 6M | +20.9% | +38.8% | -17.9% | +5.6% |
| YTD | +19.9% | +55.2% | -35.3% | +0.1% |
| 1Y | +41.4% | +46.6% | -5.2% | +20.5% |
| 3Y | +239.2% | +112.9% | +126.3% | +146.9% |
| 5Y | +185.0% | +144.0% | +41.1% | +93.1% |
| 10Y | +655.0% | +132.4% | +522.5% | +391.5% |
| All | +688.5% | +350.8% | +337.7% | +356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling