-16.7%
IBM vs GLXY
-53.6%
+36.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.2% |
| 7D | +1.6% | +5.3% | -3.7% | +1.4% |
| 30D | +9.2% | -19.8% | +29.0% | +9.6% |
| 3M | +4.9% | -31.4% | +36.3% | +5.6% |
| 6M | +16.8% | -53.3% | +70.1% | +19.6% |
| YTD | -14.3% | -35.7% | +21.4% | -15.5% |
| 1Y | -16.7% | -47.2% | +30.5% | -17.2% |
| All | -16.7% | -53.6% | +36.9% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling