-13.3%
IBM vs GM
+37.1%
-50.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +0.8% |
| 7D | +0.4% | +12.1% | -11.6% | -1.9% |
| 30D | +14.8% | +15.2% | -0.4% | +11.3% |
| 3M | +8.9% | +4.9% | +4.0% | +7.9% |
| 6M | +12.4% | +22.6% | -10.2% | +6.8% |
| YTD | -12.4% | +14.4% | -26.8% | -15.5% |
| 1Y | -13.3% | +39.4% | -52.7% | -22.8% |
| All | -13.3% | +37.1% | -50.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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