-18.7%
IBM vs GS
+16.6%
-35.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.5% | +1.6% | -3.1% | -1.6% |
| 30D | +8.4% | +1.7% | +6.7% | +8.3% |
| 3M | +4.2% | -11.6% | +15.8% | +4.3% |
| 6M | +7.9% | -1.9% | +9.8% | +3.3% |
| YTD | -15.2% | +5.1% | -20.2% | -20.2% |
| 1Y | -18.7% | +16.4% | -35.1% | -27.0% |
| All | -18.7% | +16.6% | -35.3% | -27.0% |
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 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