+115.5%
IBM vs GD
+97.9%
+17.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.7% |
| 7D | -0.3% | -5.3% | +5.0% | +1.6% |
| 30D | +0.3% | -6.4% | +6.7% | +2.6% |
| 3M | -21.6% | +5.7% | -27.3% | -23.0% |
| 6M | -4.7% | -0.9% | -3.7% | -4.3% |
| YTD | -19.1% | +8.2% | -27.2% | -21.4% |
| 1Y | -2.5% | +13.4% | -15.9% | -6.9% |
| 3Y | +74.2% | +68.5% | +5.7% | +42.3% |
| All | +115.5% | +97.9% | +17.6% | +64.4% |
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 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