-19.5%
IBM vs GS
+11.2%
-30.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.0% | -3.2% | -1.8% | -4.7% |
| 30D | +11.1% | -2.4% | +13.5% | +11.3% |
| 3M | +5.7% | -15.7% | +21.4% | +6.2% |
| 6M | +10.1% | -6.8% | +16.9% | +5.7% |
| YTD | -15.6% | -0.1% | -15.5% | -20.5% |
| 1Y | -19.5% | +12.1% | -31.6% | -28.3% |
| All | -19.5% | +11.2% | -30.7% | -28.3% |
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