+816.6%
GLD vs IBM
+391.7%
+424.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | +0.3% | +4.1% | +4.4% |
| 3M | -1.1% | -21.6% | +20.5% | -0.9% |
| 6M | -13.8% | -4.7% | -9.1% | -13.8% |
| YTD | +2.6% | -19.1% | +21.7% | +2.8% |
| 1Y | +24.5% | -2.5% | +27.0% | +24.3% |
| 3Y | +125.8% | +74.2% | +51.7% | +123.6% |
| 5Y | +137.8% | +113.1% | +24.7% | +134.9% |
| 10Y | +221.4% | +133.5% | +87.8% | +216.2% |
| All | +816.6% | +391.7% | +424.8% | +780.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling