+77.4%
IBM vs GM
+160.9%
-83.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.7% | +3.7% |
| 7D | +3.6% | -1.1% | +4.7% | +3.7% |
| 30D | +1.5% | -4.6% | +6.1% | +2.2% |
| 3M | -12.9% | +0.2% | -13.1% | -13.0% |
| 6M | -3.9% | +12.6% | -16.5% | -5.9% |
| YTD | -17.3% | +3.7% | -21.0% | -18.1% |
| 1Y | -5.0% | +45.6% | -50.6% | -9.8% |
| All | +77.4% | +160.9% | -83.6% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling