-13.3%
IBM vs GS
+21.8%
-35.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.8% | +1.5% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | +14.8% | +3.9% | +10.9% | +14.6% |
| 3M | +8.9% | -11.4% | +20.4% | +9.0% |
| 6M | +12.4% | +3.7% | +8.7% | +6.1% |
| YTD | -12.4% | +7.1% | -19.5% | -17.6% |
| 1Y | -13.3% | +19.7% | -32.9% | -22.4% |
| All | -13.3% | +21.8% | -35.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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