-13.3%
IBM vs GH
+80.5%
-93.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.3% |
| 7D | +0.4% | -7.7% | +8.1% | +1.6% |
| 30D | +14.8% | -10.0% | +24.7% | +16.4% |
| 3M | +8.9% | +5.5% | +3.4% | +7.4% |
| 6M | +12.4% | +84.9% | -72.5% | -4.7% |
| YTD | -12.4% | +65.0% | -77.4% | -23.7% |
| 1Y | -13.3% | +71.8% | -85.0% | -25.6% |
| All | -13.3% | +80.5% | -93.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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