+214.2%
ARM vs GE
+269.0%
-54.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | +1.0% |
| 7D | +19.8% | +5.1% | +14.7% | +15.5% |
| 30D | -21.8% | +7.6% | -29.3% | -26.0% |
| 3M | -26.5% | -9.3% | -17.2% | -20.9% |
| 6M | -3.9% | +11.5% | -15.5% | -11.5% |
| YTD | +82.8% | +7.9% | +74.9% | +70.0% |
| 1Y | +34.3% | +7.6% | +26.7% | +24.7% |
| 3Y | +282.2% | +265.9% | +16.4% | +36.1% |
| All | +214.2% | +269.0% | -54.8% | +16.7% |
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