-20.2%
IBM vs GFS
+15.5%
-35.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -0.3% | +17.2% | -17.5% | -0.1% |
| 30D | +6.8% | -8.7% | +15.5% | +6.6% |
| 3M | +4.4% | -19.7% | +24.1% | +4.0% |
| 6M | +13.2% | -40.7% | +53.9% | +11.2% |
| YTD | -15.1% | +22.5% | -37.7% | -17.7% |
| 1Y | -20.2% | +25.2% | -45.4% | -24.0% |
| All | -20.2% | +15.5% | -35.6% | -24.0% |
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