+72.4%
IBM vs GAP
+113.8%
-41.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.3% | +1.7% | -1.4% | +0.2% |
| 30D | -1.5% | +9.3% | -10.8% | -2.2% |
| 3M | -16.8% | +6.1% | -22.9% | -17.2% |
| 6M | -9.0% | -2.3% | -6.7% | -9.5% |
| YTD | -20.1% | -10.6% | -9.5% | -19.8% |
| 1Y | -7.0% | -4.4% | -2.6% | -7.4% |
| 3Y | +72.4% | +118.3% | -45.9% | +65.1% |
| All | +72.4% | +113.8% | -41.4% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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