+566.5%
GWW vs ARMK
+134.7%
+431.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -1.4% | +2.4% | -3.8% | -2.2% |
| 3M | -3.6% | +6.1% | -9.7% | -5.3% |
| 6M | +15.1% | +41.8% | -26.6% | +4.8% |
| YTD | +27.5% | +55.5% | -28.1% | +13.4% |
| 1Y | +29.6% | +49.6% | -20.0% | +16.3% |
| 3Y | +90.1% | +122.8% | -32.7% | +52.5% |
| 5Y | +222.6% | +151.0% | +71.6% | +147.8% |
| 10Y | +566.5% | +137.9% | +428.6% | +452.1% |
| All | +566.5% | +134.7% | +431.8% | +452.1% |
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