-55.4%
GTLB vs ARMK
+124.3%
-179.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -0.9% |
| 7D | -6.6% | +0.3% | -6.9% | -6.9% |
| 30D | +13.7% | +2.4% | +11.4% | +11.2% |
| 3M | +52.9% | +6.1% | +46.9% | +45.8% |
| 6M | +88.5% | +41.8% | +46.7% | +41.7% |
| YTD | +23.4% | +55.5% | -32.1% | -14.8% |
| 1Y | -3.8% | +49.6% | -53.4% | -32.3% |
| 3Y | -11.5% | +122.8% | -134.3% | -61.0% |
| All | -55.4% | +124.3% | -179.7% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling