+96.9%
GWW vs ARMK
+122.1%
-25.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +1.4% | -2.4% | +3.8% | +2.1% |
| 30D | +3.3% | 0.0% | +3.2% | +3.1% |
| 3M | +2.9% | +6.7% | -3.7% | +0.8% |
| 6M | +15.8% | +38.8% | -23.0% | +4.3% |
| YTD | +32.0% | +55.2% | -23.2% | +15.2% |
| 1Y | +29.9% | +46.6% | -16.7% | +15.0% |
| All | +96.9% | +122.1% | -25.3% | +59.7% |
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