+1,736.1%
GD vs IBB
+560.8%
+1,175.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.3% | +1.4% | -6.7% | -5.7% |
| 30D | -6.4% | +10.5% | -16.9% | -9.9% |
| 3M | +5.7% | +23.6% | -17.9% | -2.5% |
| 6M | -0.9% | +22.6% | -23.6% | -8.5% |
| YTD | +8.2% | +25.7% | -17.5% | -1.2% |
| 1Y | +13.4% | +51.4% | -38.0% | -3.3% |
| 3Y | +68.5% | +64.4% | +4.1% | +37.9% |
| 5Y | +97.2% | +22.1% | +75.0% | +77.1% |
| 10Y | +190.2% | +132.5% | +57.7% | +99.4% |
| All | +1,736.1% | +560.8% | +1,175.3% | +672.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling