+4.7%
GTLB vs ARMK
+96.1%
-91.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -9.6% | +2.8% | -12.4% | -10.3% |
| 30D | -15.5% | -1.8% | -13.7% | -15.2% |
| 3M | +12.4% | -10.9% | +23.2% | +15.3% |
| 6M | +84.6% | +21.2% | +63.3% | +74.3% |
| YTD | +26.1% | +47.0% | -20.9% | +9.9% |
| 1Y | +1.7% | +42.9% | -41.2% | -10.5% |
| All | +4.7% | +96.1% | -91.4% | -10.4% |
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