+138.2%
IBM vs GD
+94.5%
+43.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | -5.0% | -5.0% | 0.0% | -3.3% |
| 30D | +11.1% | +8.9% | +2.2% | +7.7% |
| 3M | +5.7% | -8.0% | +13.8% | +8.7% |
| 6M | +10.1% | +2.9% | +7.2% | +8.9% |
| YTD | -15.6% | +7.1% | -22.7% | -17.8% |
| 1Y | -19.5% | +5.9% | -25.5% | -21.3% |
| 3Y | +80.4% | +53.9% | +26.5% | +53.0% |
| All | +138.2% | +94.5% | +43.7% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling