+62.6%
GSK vs ARMK
+91.9%
-29.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -0.6% |
| 7D | +1.7% | -2.6% | +4.3% | +1.8% |
| 30D | +7.0% | -5.2% | +12.2% | +7.5% |
| 3M | -2.7% | -6.5% | +3.9% | -2.2% |
| 6M | +1.4% | +15.3% | -13.8% | -1.1% |
| YTD | +5.3% | +43.6% | -38.2% | +0.1% |
| 1Y | +10.6% | +42.1% | -31.4% | +5.2% |
| 3Y | +62.6% | +94.0% | -31.4% | +46.9% |
| All | +62.6% | +91.9% | -29.4% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling