+199.6%
ARM vs GE
+270.1%
-70.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.9% |
| 7D | +9.1% | +2.7% | +6.5% | +7.0% |
| 30D | -19.9% | +8.1% | -28.0% | -24.5% |
| 3M | -31.6% | -7.9% | -23.8% | -27.3% |
| 6M | -13.9% | +12.9% | -26.8% | -21.3% |
| YTD | +74.3% | +8.2% | +66.1% | +61.8% |
| 1Y | +35.8% | +9.7% | +26.1% | +24.1% |
| 3Y | +268.6% | +266.1% | +2.5% | +31.2% |
| All | +199.6% | +270.1% | -70.4% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling