+246.3%
IBM vs GNRC
+2,120.5%
-1,874.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | +0.3% | +4.8% | -4.5% | -0.3% |
| 30D | -1.5% | -10.4% | +8.9% | -0.2% |
| 3M | -16.8% | -28.5% | +11.7% | -13.6% |
| 6M | -9.0% | -6.8% | -2.3% | -9.6% |
| YTD | -20.1% | +39.5% | -59.5% | -25.8% |
| 1Y | -7.0% | +3.4% | -10.4% | -10.2% |
| 3Y | +72.4% | +65.1% | +7.2% | +51.5% |
| 5Y | +112.0% | -57.1% | +169.1% | +120.0% |
| 10Y | +131.6% | +432.5% | -301.0% | +42.6% |
| All | +246.3% | +2,120.5% | -1,874.2% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling