-2.9%
IBM vs GIS
-24.1%
+21.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +3.6% | -6.4% | +9.9% | +4.0% |
| 30D | +3.1% | -6.1% | +9.2% | +3.4% |
| 3M | -10.8% | +7.8% | -18.7% | -10.5% |
| 6M | -0.8% | -8.8% | +8.0% | -3.1% |
| YTD | -16.2% | -19.1% | +2.9% | -19.9% |
| 1Y | -2.9% | -24.8% | +21.9% | -7.3% |
| All | -2.9% | -24.1% | +21.2% | -7.3% |
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