-4.6%
IBM vs GLXY
-35.4%
+30.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -1.3% |
| 7D | -0.3% | +16.9% | -17.3% | -0.7% |
| 30D | +6.8% | -23.0% | +29.7% | +7.2% |
| 3M | +4.4% | -28.0% | +32.4% | +4.9% |
| 6M | +13.2% | -51.6% | +64.8% | +15.1% |
| YTD | -15.1% | -32.1% | +17.0% | -15.7% |
| 1Y | -20.2% | -51.5% | +31.3% | -20.5% |
| All | -4.6% | -35.4% | +30.8% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling