+5.9%
GD vs IBB
+35.8%
-29.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -0.9% |
| 7D | -5.0% | -1.8% | -3.1% | -4.7% |
| 30D | +8.9% | +5.1% | +3.9% | +8.1% |
| 3M | -8.0% | +10.7% | -18.8% | -10.1% |
| 6M | +2.9% | +22.9% | -20.0% | -2.1% |
| YTD | +7.1% | +26.7% | -19.6% | +0.7% |
| 1Y | +5.9% | +35.1% | -29.2% | -3.1% |
| All | +5.9% | +35.8% | -29.8% | -3.1% |
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