-54.5%
GTLB vs ARMK
+112.0%
-166.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.9% |
| 7D | -9.6% | +2.8% | -12.4% | -11.5% |
| 30D | -15.5% | -1.8% | -13.7% | -14.9% |
| 3M | +12.4% | -10.9% | +23.2% | +20.2% |
| 6M | +84.6% | +21.2% | +63.3% | +56.2% |
| YTD | +26.1% | +47.0% | -20.9% | -10.3% |
| 1Y | +1.7% | +42.9% | -41.2% | -26.3% |
| 3Y | +6.1% | +95.0% | -88.9% | -47.3% |
| 5Y | -61.1% | +106.2% | -167.4% | -82.4% |
| All | -54.5% | +112.0% | -166.4% | -79.9% |
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 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