+143.8%
IBM vs GFI
+1,066.8%
-923.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.2% | +4.0% |
| 7D | +3.6% | -4.9% | +8.4% | +3.7% |
| 30D | +3.1% | +10.7% | -7.6% | +2.8% |
| 3M | -10.8% | +25.6% | -36.5% | -11.4% |
| 6M | -0.8% | -8.3% | +7.4% | -0.8% |
| YTD | -16.2% | +6.3% | -22.5% | -16.7% |
| 1Y | -2.9% | +22.1% | -25.0% | -4.0% |
| 3Y | +79.8% | +289.2% | -209.3% | +71.1% |
| 5Y | +124.9% | +531.7% | -406.8% | +110.1% |
| All | +143.8% | +1,066.8% | -923.0% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling