+81.9%
GSK vs ARMK
+350.8%
-268.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.8% |
| 7D | -1.8% | -2.4% | +0.6% | -1.5% |
| 30D | -2.2% | 0.0% | -2.2% | -2.3% |
| 3M | -1.8% | +6.7% | -8.5% | -2.8% |
| 6M | -10.6% | +38.8% | -49.4% | -14.7% |
| YTD | +4.4% | +55.2% | -50.8% | -1.9% |
| 1Y | +30.4% | +46.6% | -16.2% | +23.3% |
| 3Y | +60.1% | +112.9% | -52.8% | +42.6% |
| 5Y | +46.8% | +144.0% | -97.2% | +26.7% |
| 10Y | +79.2% | +132.4% | -53.2% | +54.8% |
| All | +81.9% | +350.8% | -268.9% | +42.7% |
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