+141.1%
IBM vs GH
+446.7%
-305.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +9.2% | -6.9% | +16.1% | +9.6% |
| 3M | +4.9% | -4.9% | +9.8% | +5.1% |
| 6M | +16.8% | +54.1% | -37.3% | +13.1% |
| YTD | -14.3% | +48.5% | -62.8% | -16.9% |
| 1Y | -16.7% | +61.2% | -77.9% | -19.7% |
| 3Y | +82.2% | +570.3% | -488.1% | +59.3% |
| 5Y | +149.9% | +46.1% | +103.8% | +132.0% |
| All | +141.1% | +446.7% | -305.5% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling