+210.5%
IBM vs GM
+232.6%
-22.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.7% |
| 7D | -0.3% | -3.4% | +3.1% | +0.6% |
| 30D | +6.8% | +2.7% | +4.1% | +5.7% |
| 3M | +4.4% | -0.4% | +4.8% | +4.1% |
| 6M | +13.2% | +13.3% | -0.1% | +8.7% |
| YTD | -15.1% | +6.8% | -21.9% | -17.5% |
| 1Y | -20.2% | +21.1% | -41.3% | -25.0% |
| 3Y | +79.3% | +231.0% | -151.7% | +23.8% |
| 5Y | +147.5% | +41.9% | +105.5% | +110.2% |
| 10Y | +140.2% | +205.7% | -65.5% | +47.1% |
| All | +210.5% | +232.6% | -22.1% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling