+382.3%
IBM vs GS
+1,576.5%
-1,194.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.4% | +3.5% | -0.8% |
| 7D | -4.3% | -6.3% | +2.0% | -2.3% |
| 30D | +11.7% | -3.1% | +14.8% | +12.7% |
| 3M | +5.5% | -17.7% | +23.1% | +12.1% |
| 6M | +9.5% | -4.6% | +14.0% | +8.9% |
| YTD | -14.9% | +0.3% | -15.2% | -17.0% |
| 1Y | -17.4% | +11.7% | -29.1% | -22.3% |
| 3Y | +83.3% | +183.6% | -100.3% | +24.4% |
| 5Y | +142.1% | +141.0% | +1.1% | +70.5% |
| 10Y | +157.2% | +507.4% | -350.3% | +29.2% |
| All | +382.3% | +1,576.5% | -1,194.3% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling