+116.3%
IBM vs GPN
-46.4%
+162.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.2% | -2.9% |
| 7D | -0.3% | -3.5% | +3.2% | +0.5% |
| 30D | -1.8% | +3.1% | -5.0% | -2.8% |
| 3M | -13.5% | +42.3% | -55.8% | -20.9% |
| 6M | -5.1% | +20.9% | -26.0% | -9.8% |
| YTD | -19.4% | +15.2% | -34.6% | -22.6% |
| 1Y | -6.5% | +5.4% | -12.0% | -8.9% |
| 3Y | +73.8% | -27.4% | +101.2% | +79.2% |
| 5Y | +116.3% | -44.2% | +160.5% | +133.9% |
| All | +116.3% | -46.4% | +162.7% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling