+149.9%
IBM vs GD
+185.2%
-35.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.7% |
| 7D | -2.5% | -3.0% | +0.5% | -1.1% |
| 30D | +8.4% | +9.3% | -0.9% | +3.5% |
| 3M | +4.5% | -7.2% | +11.7% | +8.2% |
| 6M | +7.9% | +5.5% | +2.4% | +4.7% |
| YTD | -15.2% | +9.5% | -24.7% | -19.7% |
| 1Y | -17.6% | +6.4% | -24.0% | -20.8% |
| 3Y | +82.1% | +59.8% | +22.2% | +39.0% |
| 5Y | +143.3% | +98.0% | +45.4% | +60.6% |
| 10Y | +149.9% | +177.4% | -27.5% | +37.4% |
| All | +149.9% | +185.2% | -35.2% | +37.4% |
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