-5.0%
IBM vs GTLB
-3.3%
-1.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.9% |
| 7D | +3.6% | -6.6% | +10.1% | +5.4% |
| 30D | +1.5% | +13.7% | -12.2% | -2.5% |
| 3M | -12.9% | +52.9% | -65.8% | -23.4% |
| 6M | -3.9% | +88.5% | -92.4% | -20.4% |
| YTD | -17.3% | +23.4% | -40.8% | -29.6% |
| 1Y | -5.0% | -3.8% | -1.2% | -18.4% |
| All | -5.0% | -3.3% | -1.7% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling