-13.3%
IBM vs GIS
-17.8%
+4.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +1.3% |
| 7D | +0.4% | +8.5% | -8.0% | -0.2% |
| 30D | +14.8% | +15.3% | -0.5% | +13.4% |
| 3M | +8.9% | +0.9% | +8.0% | +8.6% |
| 6M | +12.4% | +7.9% | +4.5% | +12.6% |
| YTD | -12.4% | -17.6% | +5.2% | -17.8% |
| 1Y | -13.3% | -17.4% | +4.1% | -18.2% |
| All | -13.3% | -17.8% | +4.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling