+143.8%
IBM vs GIS
-19.5%
+163.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +3.6% | -6.4% | +9.9% | +5.2% |
| 30D | +3.1% | -6.1% | +9.2% | +4.5% |
| 3M | -10.8% | +7.8% | -18.7% | -12.7% |
| 6M | -0.8% | -8.8% | +8.0% | +1.0% |
| YTD | -16.2% | -19.1% | +2.9% | -12.5% |
| 1Y | -2.9% | -24.8% | +21.9% | +3.1% |
| 3Y | +79.8% | -37.6% | +117.4% | +98.7% |
| 5Y | +124.9% | -25.4% | +150.3% | +132.0% |
| All | +143.8% | -19.5% | +163.3% | +147.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling