+12.6%
GTLB vs ARMK
+41.1%
-28.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | -0.5% |
| 7D | -9.7% | -5.8% | -3.8% | -10.2% |
| 30D | +1.7% | -5.3% | +6.9% | +1.1% |
| 3M | +43.6% | -6.7% | +50.3% | +42.2% |
| 6M | +113.0% | +17.4% | +95.6% | +126.4% |
| YTD | +39.5% | +43.0% | -3.5% | +46.4% |
| 1Y | +12.6% | +40.3% | -27.7% | +17.6% |
| All | +12.6% | +41.1% | -28.5% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling