-7.8%
GFS vs IBB
+37.1%
-44.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +1.4% |
| 7D | +17.2% | +1.6% | +15.6% | +15.6% |
| 30D | -8.7% | +6.7% | -15.4% | -13.8% |
| 3M | -19.7% | +6.3% | -26.0% | -24.9% |
| 6M | -40.7% | +23.9% | -64.6% | -52.6% |
| YTD | +22.5% | +26.6% | -4.0% | -4.0% |
| 1Y | +25.2% | +29.6% | -4.4% | -4.3% |
| 3Y | -17.7% | +86.1% | -103.7% | -56.3% |
| 5Y | -23.5% | +40.3% | -63.9% | -48.4% |
| All | -7.8% | +37.1% | -44.9% | -37.1% |
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 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