+132.4%
IBM vs GD
+190.3%
-58.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +1.0% |
| 7D | -0.3% | -5.3% | +5.0% | +2.4% |
| 30D | +0.3% | -6.4% | +6.7% | +3.6% |
| 3M | -21.6% | +5.7% | -27.3% | -23.7% |
| 6M | -4.7% | -0.9% | -3.7% | -4.6% |
| YTD | -19.1% | +8.2% | -27.2% | -22.7% |
| 1Y | -2.5% | +13.4% | -15.9% | -9.2% |
| 3Y | +74.2% | +68.5% | +5.7% | +28.9% |
| 5Y | +113.1% | +97.2% | +16.0% | +41.4% |
| All | +132.4% | +190.3% | -58.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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