+122.0%
IBM vs GGLL
+195.8%
-73.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.3% |
| 7D | -2.5% | +6.3% | -8.9% | -3.0% |
| 30D | +8.4% | -35.1% | +43.5% | +11.6% |
| 3M | +4.5% | -37.7% | +42.1% | +7.8% |
| 6M | +7.9% | -54.1% | +62.0% | +13.7% |
| YTD | -15.2% | -29.4% | +14.2% | -15.2% |
| 1Y | -17.6% | -13.4% | -4.2% | -19.5% |
| 3Y | +82.1% | +158.3% | -76.3% | +54.3% |
| All | +122.0% | +195.8% | -73.8% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling