+107.5%
IBM vs GTLB
-47.1%
+154.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -0.3% | +11.1% | -11.4% | -1.3% |
| 30D | +0.3% | +37.8% | -37.5% | -2.6% |
| 3M | -21.6% | +61.6% | -83.2% | -24.9% |
| 6M | -4.7% | +98.9% | -103.6% | -10.3% |
| YTD | -19.1% | +32.8% | -51.9% | -22.1% |
| 1Y | -2.5% | +14.7% | -17.2% | -5.6% |
| 3Y | +74.2% | +1.3% | +72.8% | +68.1% |
| All | +107.5% | -47.1% | +154.6% | +92.7% |
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