+104.2%
GSK vs ARMK
+131.1%
-27.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.5% | +7.1% | -6.7% | -0.4% |
| 30D | +9.4% | -1.6% | +11.1% | +9.5% |
| 3M | +1.6% | -10.5% | +12.1% | +2.8% |
| 6M | +1.3% | +11.8% | -10.5% | -0.4% |
| YTD | +6.0% | +47.3% | -41.3% | +0.6% |
| 1Y | +9.1% | +41.5% | -32.4% | +4.0% |
| 3Y | +65.4% | +95.3% | -29.9% | +50.3% |
| 5Y | +43.0% | +108.1% | -65.2% | +27.4% |
| All | +104.2% | +131.1% | -27.0% | +83.0% |
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