+135.5%
IBM vs GFS
-2.1%
+137.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -0.3% | +3.2% | -3.5% | -0.6% |
| 30D | -1.8% | -9.6% | +7.7% | -0.9% |
| 3M | -13.5% | -38.5% | +25.0% | -9.8% |
| 6M | -5.1% | -1.3% | -3.8% | -7.0% |
| YTD | -19.4% | +31.8% | -51.2% | -24.5% |
| 1Y | -6.5% | +44.6% | -51.1% | -13.8% |
| 3Y | +73.8% | -20.6% | +94.4% | +69.2% |
| All | +135.5% | -2.1% | +137.6% | +125.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling