+668.4%
GWW vs ARMK
+130.7%
+537.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | 0.0% | +2.8% | -2.8% | -0.8% |
| 30D | +14.0% | -1.8% | +15.7% | +14.2% |
| 3M | +14.4% | -10.9% | +25.2% | +17.4% |
| 6M | +21.7% | +21.2% | +0.5% | +15.1% |
| YTD | +48.4% | +47.0% | +1.4% | +33.5% |
| 1Y | +58.4% | +42.9% | +15.5% | +43.5% |
| 3Y | +92.3% | +95.0% | -2.7% | +59.3% |
| 5Y | +221.8% | +106.2% | +115.6% | +158.8% |
| All | +668.4% | +130.7% | +537.7% | +540.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling