+213.3%
GLD vs IBM
+129.3%
+84.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | +0.3% | -1.5% | +1.8% | +0.3% |
| 3M | +0.6% | -16.8% | +17.4% | +0.9% |
| 6M | -15.6% | -9.0% | -6.6% | -15.6% |
| YTD | +0.9% | -20.1% | +20.9% | +1.1% |
| 1Y | +19.4% | -7.0% | +26.4% | +19.1% |
| 3Y | +124.5% | +72.4% | +52.1% | +119.5% |
| 5Y | +138.9% | +112.0% | +27.0% | +132.4% |
| 10Y | +213.3% | +131.6% | +81.7% | +204.6% |
| All | +213.3% | +129.3% | +84.0% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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