+8.2%
GD vs IBB
+42.2%
-34.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.9% |
| 7D | +3.0% | +2.2% | +0.8% | +2.7% |
| 30D | +10.5% | +6.3% | +4.2% | +9.5% |
| 3M | -5.0% | +16.3% | -21.3% | -7.9% |
| 6M | +5.5% | +30.0% | -24.5% | -0.5% |
| YTD | +10.3% | +31.1% | -20.8% | +3.3% |
| 1Y | +8.2% | +42.0% | -33.8% | -2.1% |
| All | +8.2% | +42.2% | -34.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling