+116.0%
IBM vs GTLB
-50.5%
+166.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.6% |
| 7D | -2.2% | -10.9% | +8.7% | -1.2% |
| 30D | +7.7% | -15.3% | +23.0% | +9.2% |
| 3M | +3.5% | +14.6% | -11.1% | +2.1% |
| 6M | +7.2% | +79.6% | -72.4% | +1.8% |
| YTD | -15.8% | +24.3% | -40.1% | -18.5% |
| 1Y | -19.3% | +1.0% | -20.3% | -21.1% |
| 3Y | +78.0% | +4.6% | +73.4% | +72.1% |
| 5Y | +143.0% | -63.7% | +206.8% | +125.2% |
| All | +116.0% | -50.5% | +166.5% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling