+143.8%
IBM vs GM
+240.0%
-96.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +4.1% |
| 7D | +3.6% | -2.4% | +6.0% | +4.2% |
| 30D | +3.1% | -1.1% | +4.2% | +3.3% |
| 3M | -10.8% | +6.1% | -17.0% | -12.4% |
| 6M | -0.8% | +15.0% | -15.8% | -4.9% |
| YTD | -16.2% | +6.0% | -22.2% | -18.1% |
| 1Y | -2.9% | +47.1% | -50.0% | -13.1% |
| 3Y | +79.8% | +170.5% | -90.6% | +32.0% |
| 5Y | +124.9% | +80.5% | +44.4% | +78.1% |
| All | +143.8% | +240.0% | -96.2% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling