+143.8%
IBM vs GWRE
+131.0%
+12.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.6% | -13.2% | +16.8% | +6.8% |
| 30D | +3.1% | -18.6% | +21.7% | +6.8% |
| 3M | -10.8% | +18.9% | -29.7% | -15.6% |
| 6M | -0.8% | -11.0% | +10.1% | -0.5% |
| YTD | -16.2% | -29.9% | +13.7% | -12.5% |
| 1Y | -2.9% | -44.3% | +41.5% | +5.8% |
| 3Y | +79.8% | +51.7% | +28.2% | +55.5% |
| 5Y | +124.9% | +15.4% | +109.4% | +103.3% |
| All | +143.8% | +131.0% | +12.8% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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