+174.6%
ARM vs GE
+260.5%
-85.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +2.6% |
| 7D | -15.2% | +7.1% | -22.3% | -19.6% |
| 30D | -40.7% | +6.5% | -47.1% | -43.5% |
| 3M | -39.1% | -13.6% | -25.5% | -32.0% |
| 6M | -26.4% | +6.0% | -32.4% | -29.6% |
| YTD | +59.7% | +5.4% | +54.4% | +51.1% |
| 1Y | +10.3% | +6.5% | +3.9% | +3.2% |
| 3Y | +228.9% | +268.6% | -39.7% | +16.5% |
| All | +174.6% | +260.5% | -85.9% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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