+121.0%
IBM vs GGLL
+188.6%
-67.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.0% |
| 7D | -5.0% | +3.1% | -8.1% | -5.2% |
| 30D | +11.1% | -36.3% | +47.4% | +14.6% |
| 3M | +5.7% | -40.4% | +46.1% | +9.5% |
| 6M | +10.1% | -54.6% | +64.7% | +16.1% |
| YTD | -15.6% | -31.1% | +15.5% | -15.5% |
| 1Y | -19.5% | -19.2% | -0.4% | -20.9% |
| 3Y | +80.4% | +151.5% | -71.1% | +53.2% |
| All | +121.0% | +188.6% | -67.6% | +84.3% |
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