+142.2%
IBM vs GH
+457.8%
-315.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -1.7% | -8.2% | +6.5% | -1.2% |
| 30D | +10.1% | -4.9% | +15.0% | +10.4% |
| 3M | +4.8% | -6.2% | +11.1% | +5.1% |
| 6M | +12.6% | +60.0% | -47.4% | +8.8% |
| YTD | -13.9% | +51.5% | -65.4% | -16.7% |
| 1Y | -18.7% | +58.4% | -77.1% | -21.5% |
| 3Y | +81.9% | +617.2% | -535.3% | +58.4% |
| 5Y | +148.3% | +47.0% | +101.3% | +130.5% |
| All | +142.2% | +457.8% | -315.6% | +98.6% |
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 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