-52.0%
GTLB vs ARMK
+123.8%
-175.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.6% |
| 7D | +11.1% | -2.4% | +13.5% | +12.7% |
| 30D | +37.8% | 0.0% | +37.8% | +37.0% |
| 3M | +61.6% | +6.7% | +54.9% | +53.4% |
| 6M | +98.9% | +38.8% | +60.1% | +52.0% |
| YTD | +32.8% | +55.2% | -22.4% | -8.2% |
| 1Y | +14.7% | +46.6% | -32.0% | -17.9% |
| 3Y | +1.3% | +112.9% | -111.6% | -53.1% |
| All | -52.0% | +123.8% | -175.8% | -79.5% |
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