+390.5%
GE vs ALM
+396.4%
-5.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.6% |
| 7D | +7.1% | -6.7% | +13.8% | +7.6% |
| 30D | +6.5% | -32.9% | +39.4% | +9.2% |
| 3M | -13.6% | -39.5% | +25.9% | -11.1% |
| 6M | +6.0% | -62.0% | +68.0% | +11.6% |
| YTD | +5.4% | -7.8% | +13.2% | +4.8% |
| 1Y | +6.5% | +26.7% | -20.2% | +3.8% |
| 3Y | +268.6% | +825.4% | -556.8% | +215.9% |
| All | +390.5% | +396.4% | -5.9% | +337.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling