+117.6%
IBM vs GTLB
-49.8%
+167.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.3% | -3.5% | +3.2% | 0.0% |
| 30D | +6.8% | -9.0% | +15.7% | +7.6% |
| 3M | +4.4% | +15.9% | -11.5% | +2.9% |
| 6M | +13.2% | +104.9% | -91.7% | +6.5% |
| YTD | -15.1% | +26.0% | -41.1% | -18.0% |
| 1Y | -20.2% | +1.8% | -22.0% | -22.0% |
| 3Y | +79.3% | +6.0% | +73.3% | +73.2% |
| 5Y | +147.5% | -62.2% | +209.6% | +129.2% |
| All | +117.6% | -49.8% | +167.4% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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