+127.6%
IBM vs GH
+481.7%
-354.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | +0.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.3% | -1.1% | +1.4% | +0.3% |
| 3M | -21.6% | +21.3% | -42.9% | -22.8% |
| 6M | -4.7% | +73.5% | -78.2% | -8.4% |
| YTD | -19.1% | +58.0% | -77.1% | -21.8% |
| 1Y | -2.5% | +163.1% | -165.6% | -8.6% |
| 3Y | +74.2% | +361.0% | -286.9% | +55.4% |
| 5Y | +113.1% | +22.5% | +90.6% | +100.3% |
| All | +127.6% | +481.7% | -354.0% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling