-2.5%
IBM vs GGLL
+80.0%
-82.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -0.3% | -4.8% | +4.5% | 0.0% |
| 30D | +0.3% | -13.7% | +14.0% | +1.1% |
| 3M | -21.6% | -21.9% | +0.2% | -20.6% |
| 6M | -4.7% | +11.7% | -16.4% | -11.2% |
| YTD | -19.1% | +2.3% | -21.4% | -22.8% |
| 1Y | -2.5% | +76.2% | -78.7% | -16.0% |
| All | -2.5% | +80.0% | -82.5% | -16.0% |
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