-16.4%
GFS vs IBB
+37.3%
-53.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +4.6% |
| 7D | -7.8% | -1.8% | -6.0% | -6.1% |
| 30D | -19.7% | +5.1% | -24.7% | -23.2% |
| 3M | -23.1% | +10.7% | -33.8% | -30.9% |
| 6M | -46.4% | +22.9% | -69.3% | -56.8% |
| YTD | +11.0% | +26.7% | -15.7% | -13.1% |
| 1Y | +12.6% | +35.1% | -22.5% | -17.4% |
| 3Y | -24.9% | +80.2% | -105.1% | -58.9% |
| 5Y | -39.1% | +37.8% | -76.9% | -58.7% |
| All | -16.4% | +37.3% | -53.7% | -43.1% |
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