+2,413.6%
IBM vs GAP
+2,258.2%
+155.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | -4.5% | +4.2% | +0.4% |
| 30D | +0.3% | +9.0% | -8.8% | -1.3% |
| 3M | -21.6% | +5.0% | -26.6% | -22.6% |
| 6M | -4.7% | -17.8% | +13.1% | -3.1% |
| YTD | -19.1% | -10.4% | -8.7% | -18.8% |
| 1Y | -2.5% | -3.4% | +0.9% | -3.7% |
| 3Y | +74.2% | +111.5% | -37.3% | +43.1% |
| 5Y | +113.1% | +8.8% | +104.3% | +86.5% |
| 10Y | +133.5% | +32.9% | +100.6% | +76.5% |
| All | +2,413.6% | +2,258.2% | +155.4% | +873.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling