-18.7%
IBM vs GLXY
-48.5%
+29.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.2% | -11.7% | +1.1% |
| 7D | -1.7% | +14.3% | -16.0% | -2.2% |
| 30D | +10.1% | -19.6% | +29.7% | +10.6% |
| 3M | +4.8% | -20.7% | +25.5% | +5.1% |
| 6M | +12.6% | -49.6% | +62.2% | +15.6% |
| YTD | -13.9% | -28.6% | +14.7% | -15.8% |
| 1Y | -18.7% | -48.0% | +29.3% | -18.5% |
| All | -18.7% | -48.5% | +29.8% | -18.5% |
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