+143.8%
IBM vs GNRC
+448.8%
-305.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.0% | +3.6% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +3.1% | -15.7% | +18.8% | +5.3% |
| 3M | -10.8% | -27.3% | +16.5% | -7.8% |
| 6M | -0.8% | -12.1% | +11.2% | -0.8% |
| YTD | -16.2% | +37.1% | -53.3% | -22.2% |
| 1Y | -2.9% | -0.5% | -2.4% | -5.7% |
| 3Y | +79.8% | +61.5% | +18.3% | +58.0% |
| 5Y | +124.9% | -58.6% | +183.5% | +142.3% |
| All | +143.8% | +448.8% | -305.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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