+93.3%
GWW vs ARMK
+96.6%
-3.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +3.6% | +2.7% | +0.9% | +2.8% |
| 30D | +12.1% | -1.5% | +13.6% | +12.3% |
| 3M | +12.9% | -11.6% | +24.5% | +16.6% |
| 6M | +19.3% | +6.7% | +12.6% | +16.1% |
| YTD | +48.7% | +47.4% | +1.3% | +30.7% |
| 1Y | +60.5% | +41.5% | +19.0% | +42.7% |
| 3Y | +93.3% | +95.5% | -2.3% | +58.3% |
| All | +93.3% | +96.6% | -3.4% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling