-16.7%
IBM vs GD
+5.9%
-22.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.6% | +2.7% | -1.1% | +0.7% |
| 30D | +9.2% | +8.6% | +0.6% | +6.1% |
| 3M | +4.9% | -7.1% | +12.0% | +7.4% |
| 6M | +16.8% | +7.5% | +9.3% | +14.7% |
| YTD | -14.3% | +9.9% | -24.2% | -14.6% |
| 1Y | -16.7% | +7.6% | -24.3% | -16.4% |
| All | -16.7% | +5.9% | -22.6% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling