-10.1%
IBM vs GLXY
+15.1%
-25.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.3% |
| 7D | +0.3% | +15.5% | -15.2% | -0.1% |
| 30D | -1.5% | +34.1% | -35.6% | -2.3% |
| 3M | -16.8% | -11.3% | -5.4% | -16.3% |
| 6M | -9.0% | +31.6% | -40.6% | -10.7% |
| YTD | -20.1% | +21.0% | -41.0% | -21.5% |
| 1Y | -7.0% | +11.7% | -18.7% | -8.4% |
| All | -10.1% | +15.1% | -25.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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