-13.3%
IBM vs GFS
+15.5%
-28.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.7% | +1.6% |
| 7D | +0.4% | -12.5% | +12.9% | +0.2% |
| 30D | +14.8% | -16.9% | +31.7% | +14.4% |
| 3M | +8.9% | -22.3% | +31.2% | +8.5% |
| 6M | +12.4% | -40.2% | +52.7% | +10.7% |
| YTD | -12.4% | +16.0% | -28.4% | -15.0% |
| 1Y | -13.3% | +17.7% | -30.9% | -17.0% |
| All | -13.3% | +15.5% | -28.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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