+106.7%
IBM vs GTLB
-49.8%
+156.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.6% |
| 7D | -0.3% | -4.1% | +3.8% | 0.0% |
| 30D | -1.8% | +12.3% | -14.2% | -2.9% |
| 3M | -13.5% | +65.9% | -79.4% | -17.3% |
| 6M | -5.1% | +104.0% | -109.1% | -10.7% |
| YTD | -19.4% | +26.0% | -45.4% | -22.0% |
| 1Y | -6.5% | -3.5% | -3.0% | -8.4% |
| 3Y | +73.8% | -9.6% | +83.5% | +68.9% |
| All | +106.7% | -49.8% | +156.5% | +92.8% |
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