-2.5%
IBM vs GFI
+45.3%
-47.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -0.3% | +3.1% | -3.4% | -0.3% |
| 30D | +0.3% | +27.1% | -26.8% | +0.6% |
| 3M | -21.6% | +21.2% | -42.8% | -21.3% |
| 6M | -4.7% | -4.5% | -0.2% | -4.9% |
| YTD | -19.1% | +11.7% | -30.8% | -19.9% |
| 1Y | -2.5% | +46.0% | -48.6% | -3.7% |
| All | -2.5% | +45.3% | -47.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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