+732.3%
GLD vs IBM
+415.5%
+316.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | -1.5% | +4.3% | +2.8% |
| 30D | -4.0% | +8.4% | -12.4% | -4.1% |
| 3M | -8.2% | +4.2% | -12.4% | -8.3% |
| 6M | -14.8% | +7.9% | -22.8% | -15.0% |
| YTD | -6.8% | -15.2% | +8.4% | -6.7% |
| 1Y | -2.4% | -18.7% | +16.3% | -2.3% |
| 3Y | +105.8% | +79.2% | +26.6% | +103.6% |
| 5Y | +113.3% | +144.7% | -31.4% | +110.4% |
| 10Y | +208.4% | +141.6% | +66.9% | +203.2% |
| All | +732.3% | +415.5% | +316.8% | +698.8% |
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