+149.6%
IBM vs GS
+494.8%
-345.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -5.0% | -3.2% | -1.8% | -3.9% |
| 30D | +11.1% | -2.4% | +13.5% | +12.0% |
| 3M | +5.7% | -15.7% | +21.4% | +12.3% |
| 6M | +10.1% | -6.8% | +16.9% | +10.0% |
| YTD | -15.6% | -0.1% | -15.5% | -18.5% |
| 1Y | -19.5% | +12.1% | -31.6% | -25.9% |
| 3Y | +80.4% | +185.8% | -105.4% | +9.8% |
| 5Y | +140.0% | +140.1% | -0.1% | +54.1% |
| All | +149.6% | +494.8% | -345.3% | +11.7% |
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