+116.3%
IBM vs GM
+84.5%
+31.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.9% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | -1.8% | -3.4% | +1.6% | -1.3% |
| 3M | -13.5% | +8.7% | -22.1% | -14.7% |
| 6M | -5.1% | +15.4% | -20.5% | -7.6% |
| YTD | -19.4% | +6.6% | -26.0% | -20.6% |
| 1Y | -6.5% | +51.5% | -58.0% | -12.9% |
| 3Y | +73.8% | +169.3% | -95.5% | +44.7% |
| 5Y | +116.3% | +81.6% | +34.8% | +81.8% |
| All | +116.3% | +84.5% | +31.8% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling