-20.1%
GFS vs IBB
+86.1%
-106.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +7.4% | -0.5% | +7.9% | +7.9% |
| 30D | -15.3% | +4.6% | -19.8% | -18.2% |
| 3M | -21.1% | +6.8% | -27.9% | -26.2% |
| 6M | -44.5% | +23.1% | -67.6% | -55.1% |
| YTD | +19.2% | +26.0% | -6.8% | -5.7% |
| 1Y | +27.2% | +30.4% | -3.1% | -2.9% |
| 3Y | -20.1% | +85.4% | -105.6% | -59.5% |
| All | -20.1% | +86.1% | -106.2% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling