+141.5%
IBM vs GFS
-2.1%
+143.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.2% |
| 7D | +3.6% | +4.5% | -0.9% | +3.1% |
| 30D | +1.5% | -8.2% | +9.7% | +2.3% |
| 3M | -12.9% | -38.9% | +25.9% | -9.2% |
| 6M | -3.9% | -2.9% | -1.0% | -5.7% |
| YTD | -17.3% | +31.8% | -49.1% | -22.6% |
| 1Y | -5.0% | +43.1% | -48.1% | -12.3% |
| 3Y | +78.2% | -20.6% | +98.9% | +73.5% |
| All | +141.5% | -2.1% | +143.6% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling