+77.4%
IBM vs GPN
-28.6%
+106.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +4.2% |
| 7D | +3.6% | -6.2% | +9.8% | +5.5% |
| 30D | +1.5% | +1.0% | +0.5% | +1.0% |
| 3M | -12.9% | +36.9% | -49.8% | -20.9% |
| 6M | -3.9% | +16.8% | -20.7% | -8.6% |
| YTD | -17.3% | +13.2% | -30.6% | -20.8% |
| 1Y | -5.0% | +1.4% | -6.4% | -6.9% |
| All | +77.4% | -28.6% | +106.0% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling