-18.8%
IBM vs GPC
+2.8%
-21.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | -0.2% |
| 7D | -2.5% | +0.8% | -3.4% | -2.7% |
| 30D | +8.4% | -1.1% | +9.4% | +8.4% |
| 3M | +4.5% | -6.6% | +11.1% | +6.2% |
| 6M | +7.9% | +22.2% | -14.4% | +1.2% |
| YTD | -15.2% | +5.1% | -20.3% | -21.2% |
| All | -18.8% | +2.8% | -21.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling