Stock and ETF performance explorer

ARM vs GM

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	GM	Excess	Alpha
1D	+4.7%	-3.5%	+8.3%	N/A
7D	-15.2%	-1.4%	-13.8%	N/A
All	-15.2%	+0.8%	-16.0%	N/A

Daily percentage return beside GM.

Portfolio return minus GM return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded GM wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.