+116.3%
IBM vs GFI
+515.1%
-398.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.4% |
| 7D | -0.3% | -5.1% | +4.9% | -0.1% |
| 30D | -1.8% | +13.4% | -15.3% | -2.2% |
| 3M | -13.5% | +36.2% | -49.7% | -14.3% |
| 6M | -5.1% | -9.8% | +4.7% | -5.0% |
| YTD | -19.4% | +7.7% | -27.1% | -20.1% |
| 1Y | -6.5% | +27.2% | -33.7% | -8.4% |
| 3Y | +73.8% | +300.3% | -226.5% | +60.1% |
| 5Y | +116.3% | +539.8% | -423.5% | +89.8% |
| All | +116.3% | +515.1% | -398.8% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling