+116.3%
IBM vs GNRC
-60.2%
+176.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.3% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -1.8% | -15.8% | +14.0% | -0.9% |
| 3M | -13.5% | -24.0% | +10.6% | -12.4% |
| 6M | -5.1% | -13.8% | +8.7% | -5.1% |
| YTD | -19.4% | +33.2% | -52.6% | -22.8% |
| 1Y | -6.5% | -1.8% | -4.7% | -8.2% |
| 3Y | +73.8% | +57.7% | +16.1% | +61.7% |
| 5Y | +116.3% | -59.7% | +176.1% | +96.8% |
| All | +116.3% | -60.2% | +176.5% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling