+188.7%
GD vs IBB
+132.1%
+56.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -5.3% | +1.4% | -6.7% | -5.8% |
| 30D | -6.4% | +10.5% | -16.9% | -10.1% |
| 3M | +5.7% | +23.6% | -17.9% | -2.8% |
| 6M | -0.9% | +22.6% | -23.6% | -8.9% |
| YTD | +8.2% | +25.7% | -17.5% | -1.6% |
| 1Y | +13.4% | +51.4% | -38.0% | -4.2% |
| 3Y | +68.5% | +64.4% | +4.1% | +36.1% |
| 5Y | +97.2% | +22.1% | +75.0% | +78.0% |
| All | +188.7% | +132.1% | +56.6% | +85.9% |
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