+132.5%
IBM vs GH
+486.6%
-354.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.3% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | +1.5% | -2.6% | +4.2% | +1.7% |
| 3M | -12.9% | +25.1% | -38.0% | -14.4% |
| 6M | -3.9% | +78.5% | -82.4% | -7.8% |
| YTD | -17.3% | +59.4% | -76.7% | -20.2% |
| 1Y | -5.0% | +173.9% | -178.8% | -11.2% |
| 3Y | +78.2% | +382.7% | -304.5% | +58.6% |
| 5Y | +120.6% | +24.4% | +96.2% | +107.1% |
| All | +132.5% | +486.6% | -354.1% | +90.3% |
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