-13.3%
IBM vs GGLL
-11.6%
-1.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.6% |
| 7D | +0.4% | -23.1% | +23.5% | +0.8% |
| 30D | +14.8% | -32.9% | +47.7% | +15.8% |
| 3M | +8.9% | -44.9% | +53.8% | +10.7% |
| 6M | +12.4% | -49.5% | +62.0% | +14.4% |
| YTD | -12.4% | -28.9% | +16.5% | -15.7% |
| 1Y | -13.3% | -12.2% | -1.1% | -20.0% |
| All | -13.3% | -11.6% | -1.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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