+105.0%
IBM vs GTLB
-50.0%
+155.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.7% |
| 7D | +0.3% | +4.6% | -4.3% | -0.1% |
| 30D | -1.5% | +21.0% | -22.5% | -3.2% |
| 3M | -16.8% | +51.7% | -68.5% | -19.8% |
| 6M | -9.0% | +89.3% | -98.3% | -14.0% |
| YTD | -20.1% | +25.6% | -45.7% | -22.6% |
| 1Y | -7.0% | -1.5% | -5.5% | -9.0% |
| 3Y | +72.4% | -9.9% | +82.3% | +67.5% |
| All | +105.0% | -50.0% | +155.0% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling