+113.4%
IBM vs GIS
-22.4%
+135.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +0.3% | -8.3% | +8.6% | +1.8% |
| 30D | -1.5% | +2.2% | -3.7% | -2.0% |
| 3M | -16.8% | +15.7% | -32.5% | -18.9% |
| 6M | -9.0% | -12.0% | +2.9% | -7.6% |
| YTD | -20.1% | -15.0% | -5.1% | -18.5% |
| 1Y | -7.0% | -20.1% | +13.1% | -4.2% |
| 3Y | +72.4% | -34.6% | +107.0% | +83.8% |
| All | +113.4% | -22.4% | +135.8% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling