+29.9%
GWW vs ARMK
+47.4%
-17.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +1.4% | -2.4% | +3.8% | +2.2% |
| 30D | +3.3% | 0.0% | +3.2% | +3.2% |
| 3M | +2.9% | +6.7% | -3.7% | +0.5% |
| 6M | +15.8% | +38.8% | -23.0% | +1.6% |
| YTD | +32.0% | +55.2% | -23.2% | +12.1% |
| 1Y | +29.9% | +46.6% | -16.7% | +12.0% |
| All | +29.9% | +47.4% | -17.5% | +12.0% |
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