+147.3%
IBM vs GM
+205.9%
-58.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +9.2% | +3.6% | +5.6% | +7.9% |
| 3M | +4.9% | -0.2% | +5.2% | +4.6% |
| 6M | +16.8% | +13.9% | +2.8% | +12.1% |
| YTD | -14.3% | +6.5% | -20.7% | -16.6% |
| 1Y | -16.7% | +20.7% | -37.4% | -21.5% |
| 3Y | +82.2% | +229.5% | -147.2% | +26.6% |
| 5Y | +149.9% | +41.5% | +108.4% | +115.1% |
| All | +147.3% | +205.9% | -58.6% | +54.7% |
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