+72.4%
IBM vs GFS
-20.2%
+92.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.3% | +2.6% | -2.3% | +0.1% |
| 30D | -1.5% | -16.4% | +14.9% | 0.0% |
| 3M | -16.8% | -41.6% | +24.8% | -13.1% |
| 6M | -9.0% | -3.7% | -5.4% | -11.2% |
| YTD | -20.1% | +29.3% | -49.4% | -26.0% |
| 1Y | -7.0% | +37.1% | -44.1% | -15.2% |
| 3Y | +72.4% | -22.1% | +94.5% | +66.0% |
| All | +72.4% | -20.2% | +92.6% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling