+73.9%
IBM vs GS
+239.2%
-165.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | +0.9% | -1.2% | -0.5% |
| 30D | +0.3% | -1.6% | +1.9% | +0.6% |
| 3M | -21.6% | -4.5% | -17.1% | -21.4% |
| 6M | -4.7% | +20.9% | -25.6% | -11.9% |
| YTD | -19.1% | +19.9% | -39.0% | -24.9% |
| 1Y | -2.5% | +41.4% | -43.9% | -14.2% |
| All | +73.9% | +239.2% | -165.3% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling