+224.0%
GWW vs ARMK
+148.1%
+75.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.1% |
| 7D | -1.5% | +1.7% | -3.2% | -2.1% |
| 30D | +1.1% | +3.1% | -2.0% | 0.0% |
| 3M | -1.0% | +9.2% | -10.2% | -3.9% |
| 6M | +16.3% | +43.7% | -27.4% | +3.3% |
| YTD | +28.5% | +57.4% | -28.9% | +11.0% |
| 1Y | +30.3% | +51.9% | -21.6% | +13.6% |
| 3Y | +91.6% | +125.4% | -33.8% | +45.6% |
| 5Y | +224.0% | +149.1% | +74.9% | +132.5% |
| All | +224.0% | +148.1% | +75.8% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling