+162.2%
ARM vs GE
+251.0%
-88.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.5% | -8.6% | -9.6% |
| 7D | -27.1% | +0.5% | -27.7% | -27.3% |
| 30D | -44.9% | +1.7% | -46.6% | -45.7% |
| 3M | -39.3% | -17.3% | -22.0% | -29.9% |
| 6M | -20.2% | +10.1% | -30.3% | -25.4% |
| YTD | +52.5% | +2.6% | +49.9% | +47.3% |
| 1Y | +4.1% | +3.7% | +0.4% | -0.7% |
| 3Y | +211.7% | +268.3% | -56.6% | +10.5% |
| All | +162.2% | +251.0% | -88.8% | +1.1% |
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