+73.0%
IBM vs GWRE
+49.2%
+23.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | -0.3% | -30.9% | +30.6% | +8.0% |
| 30D | -1.8% | -20.7% | +18.9% | +2.4% |
| 3M | -13.5% | +20.2% | -33.6% | -19.0% |
| 6M | -5.1% | -11.9% | +6.8% | -5.4% |
| YTD | -19.4% | -30.3% | +10.9% | -17.9% |
| 1Y | -6.5% | -44.6% | +38.1% | -1.8% |
| All | +73.0% | +49.2% | +23.8% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling