+136.4%
IBM vs GFS
-3.7%
+140.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | +0.3% | -8.6% | +8.9% | +1.0% |
| 3M | -21.6% | -46.5% | +24.9% | -16.9% |
| 6M | -4.7% | -4.8% | +0.1% | -6.3% |
| YTD | -19.1% | +29.7% | -48.7% | -24.1% |
| 1Y | -2.5% | +35.8% | -38.3% | -9.4% |
| 3Y | +74.2% | -18.3% | +92.5% | +68.9% |
| All | +136.4% | -3.7% | +140.1% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling