-19.5%
IBM vs GLXY
-58.3%
+38.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.1% | -1.0% |
| 7D | -5.0% | -14.6% | +9.7% | -4.6% |
| 30D | +11.1% | -36.2% | +47.3% | +12.4% |
| 3M | +5.7% | -30.1% | +35.8% | +6.4% |
| 6M | +10.1% | -56.1% | +66.2% | +13.2% |
| YTD | -15.6% | -38.9% | +23.3% | -16.9% |
| 1Y | -19.5% | -55.0% | +35.5% | -19.0% |
| All | -19.5% | -58.3% | +38.8% | -19.0% |
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