+2,574.6%
IBM vs GIS
+1,363.8%
+1,210.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | -1.7% | -4.6% | +2.9% | -0.5% |
| 30D | +10.1% | +6.6% | +3.5% | +7.9% |
| 3M | +4.8% | -8.1% | +12.9% | +6.8% |
| 6M | +12.6% | +4.9% | +7.7% | +10.3% |
| YTD | -13.9% | -21.4% | +7.5% | -9.2% |
| 1Y | -18.7% | -21.6% | +2.9% | -14.3% |
| 3Y | +81.9% | -39.3% | +121.2% | +104.1% |
| 5Y | +148.3% | -33.2% | +181.5% | +167.7% |
| 10Y | +143.6% | -17.3% | +160.9% | +140.1% |
| All | +2,574.6% | +1,363.8% | +1,210.8% | +995.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling