+604.6%
GS vs ARMK
+315.5%
+289.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.2% | +7.7% | +5.2% |
| 7D | +0.3% | -5.8% | +6.1% | +2.6% |
| 30D | +3.9% | -5.3% | +9.1% | +5.9% |
| 3M | -11.4% | -6.7% | -4.7% | -9.4% |
| 6M | +3.7% | +17.4% | -13.7% | -3.4% |
| YTD | +7.1% | +43.0% | -35.9% | -7.8% |
| 1Y | +19.7% | +40.3% | -20.7% | +3.6% |
| 3Y | +202.8% | +90.8% | +112.0% | +129.7% |
| 5Y | +156.7% | +102.2% | +54.5% | +86.8% |
| 10Y | +548.7% | +125.8% | +422.9% | +326.2% |
| All | +604.6% | +315.5% | +289.1% | +320.2% |
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