+81.9%
GSK vs ARMK
+134.7%
-52.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | -3.6% | +0.3% | -3.9% | -3.6% |
| 30D | -5.9% | +2.4% | -8.3% | -6.3% |
| 3M | -4.3% | +6.1% | -10.3% | -5.1% |
| 6M | -10.8% | +41.8% | -52.6% | -14.8% |
| YTD | +1.8% | +55.5% | -53.8% | -3.9% |
| 1Y | +23.5% | +49.6% | -26.1% | +17.0% |
| 3Y | +49.5% | +122.8% | -73.2% | +33.8% |
| 5Y | +49.7% | +151.0% | -101.3% | +30.4% |
| 10Y | +81.9% | +137.9% | -56.0% | +62.6% |
| All | +81.9% | +134.7% | -52.8% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling