+1,773.1%
GD vs IBB
+589.6%
+1,183.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.5% |
| 7D | +3.0% | +2.2% | +0.8% | +2.1% |
| 30D | +10.5% | +6.3% | +4.2% | +7.9% |
| 3M | -5.0% | +16.3% | -21.3% | -10.5% |
| 6M | +5.5% | +30.0% | -24.5% | -4.7% |
| YTD | +10.3% | +31.1% | -20.8% | -1.0% |
| 1Y | +8.2% | +42.0% | -33.8% | -5.8% |
| 3Y | +59.0% | +85.9% | -26.9% | +24.2% |
| 5Y | +104.3% | +38.4% | +65.9% | +74.9% |
| 10Y | +202.4% | +170.4% | +32.1% | +96.7% |
| All | +1,773.1% | +589.6% | +1,183.5% | +673.5% |
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