-16.7%
IBM vs GGLL
-11.0%
-5.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.0% |
| 7D | +1.6% | +7.7% | -6.1% | +1.5% |
| 30D | +9.2% | -30.2% | +39.4% | +9.6% |
| 3M | +4.9% | -31.3% | +36.2% | +5.4% |
| 6M | +16.8% | -52.1% | +68.9% | +19.6% |
| YTD | -14.3% | -25.9% | +11.6% | -17.4% |
| 1Y | -16.7% | -8.5% | -8.3% | -21.2% |
| All | -16.7% | -11.0% | -5.7% | -21.2% |
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