+122.1%
IBM vs GGLL
+194.0%
-71.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.5% | +5.1% | -6.6% | -1.9% |
| 30D | +8.4% | -35.5% | +43.9% | +11.7% |
| 3M | +4.2% | -39.2% | +43.3% | +7.7% |
| 6M | +7.9% | -54.4% | +62.3% | +13.8% |
| YTD | -15.2% | -29.8% | +14.7% | -15.2% |
| 1Y | -18.7% | -20.4% | +1.7% | -19.9% |
| 3Y | +79.2% | +149.7% | -70.5% | +52.4% |
| All | +122.1% | +194.0% | -71.9% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling