+143.3%
IBM vs GH
+43.1%
+100.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.8% | +0.1% |
| 7D | -2.5% | -7.0% | +4.5% | -2.2% |
| 30D | +8.4% | -5.2% | +13.5% | +8.6% |
| 3M | +4.5% | -5.8% | +10.2% | +4.7% |
| 6M | +7.9% | +65.9% | -58.0% | +4.3% |
| YTD | -15.2% | +55.5% | -70.7% | -17.9% |
| 1Y | -17.6% | +64.2% | -81.8% | -20.4% |
| 3Y | +82.1% | +606.0% | -524.0% | +62.8% |
| 5Y | +143.3% | +47.3% | +96.1% | +122.8% |
| All | +143.3% | +43.1% | +100.3% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling