+266.1%
GE vs ALM
+909.2%
-643.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | -0.3% |
| 7D | +2.7% | +1.2% | +1.4% | +2.5% |
| 30D | +8.1% | -19.3% | +27.4% | +9.7% |
| 3M | -7.9% | -40.6% | +32.8% | -4.7% |
| 6M | +12.9% | -57.9% | +70.8% | +18.8% |
| YTD | +8.2% | -6.7% | +14.9% | +7.5% |
| 1Y | +9.7% | +20.2% | -10.5% | +7.0% |
| 3Y | +266.1% | +879.4% | -613.3% | +207.5% |
| All | +266.1% | +909.2% | -643.1% | +207.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling