+151.5%
GE vs ALM
+3,219.4%
-3,067.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.5% | -0.9% |
| 7D | +1.2% | +8.4% | -7.3% | +0.9% |
| 30D | -9.5% | +34.8% | -44.3% | -10.4% |
| 3M | +4.1% | +16.2% | -12.1% | +3.3% |
| 6M | +3.9% | +2.1% | +1.8% | +3.2% |
| YTD | +9.0% | +117.0% | -108.0% | +6.3% |
| 1Y | +21.9% | +313.9% | -291.9% | +17.1% |
| 3Y | +281.8% | +2,327.9% | -2,046.1% | +256.6% |
| 5Y | +436.7% | +1,040.6% | -603.9% | +403.2% |
| 10Y | +151.5% | +3,219.4% | -3,067.9% | +141.0% |
| All | +151.5% | +3,219.4% | -3,067.9% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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