+196.1%
IBM vs GM
+238.5%
-42.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.8% |
| 30D | +0.3% | -1.4% | +1.6% | +0.6% |
| 3M | -21.6% | +5.9% | -27.5% | -23.0% |
| 6M | -4.7% | +12.4% | -17.1% | -8.1% |
| YTD | -19.1% | +8.6% | -27.7% | -21.4% |
| 1Y | -2.5% | +52.6% | -55.1% | -13.8% |
| 3Y | +74.2% | +169.7% | -95.5% | +27.6% |
| 5Y | +113.1% | +87.5% | +25.6% | +66.2% |
| 10Y | +133.5% | +233.0% | -99.4% | +40.1% |
| All | +196.1% | +238.5% | -42.4% | +66.5% |
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