+132.4%
IBM vs GS
+657.0%
-524.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | +0.9% | -1.2% | -0.6% |
| 30D | +0.3% | -1.6% | +1.9% | +0.8% |
| 3M | -21.6% | -4.5% | -17.1% | -21.8% |
| 6M | -4.7% | +20.9% | -25.6% | -13.9% |
| YTD | -19.1% | +19.9% | -39.0% | -26.7% |
| 1Y | -2.5% | +41.4% | -43.9% | -17.6% |
| 3Y | +74.2% | +239.2% | -165.0% | -0.4% |
| 5Y | +113.1% | +185.0% | -71.9% | +28.6% |
| All | +132.4% | +657.0% | -524.6% | -11.6% |
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