+141.6%
IBM vs GS
+475.4%
-333.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.5% | +1.6% | -3.1% | -2.2% |
| 30D | +8.4% | +1.7% | +6.7% | +7.6% |
| 3M | +4.2% | -11.6% | +15.8% | +8.7% |
| 6M | +7.9% | -1.9% | +9.8% | +5.8% |
| YTD | -15.2% | +5.1% | -20.2% | -19.6% |
| 1Y | -18.7% | +16.4% | -35.1% | -26.2% |
| 3Y | +79.2% | +199.0% | -119.8% | +7.1% |
| 5Y | +144.7% | +157.4% | -12.7% | +52.6% |
| 10Y | +141.6% | +457.2% | -315.6% | +9.0% |
| All | +141.6% | +475.4% | -333.8% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling