+190.4%
GD vs IBB
+152.0%
+38.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -0.5% |
| 7D | -3.9% | -3.6% | -0.3% | -2.7% |
| 30D | +8.1% | +3.4% | +4.7% | +6.5% |
| 3M | -6.8% | +9.5% | -16.3% | -10.4% |
| 6M | +3.0% | +23.3% | -20.3% | -5.7% |
| YTD | +7.8% | +24.5% | -16.8% | -2.1% |
| 1Y | +5.8% | +32.9% | -27.1% | -6.3% |
| 3Y | +55.3% | +76.6% | -21.2% | +21.3% |
| 5Y | +96.7% | +35.5% | +61.2% | +68.9% |
| All | +190.4% | +152.0% | +38.4% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling